Results 101 to 110 of about 31,697 (261)

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Early Detection of Meningitis Outbreaks: Application of Limited-baseline Data

Iranian Journal of Public Health, 2017
Background: There is no published study evaluating the performance of cumulative sum (CUSUM) algorithm on meningitis data with limited baseline period. This study aimed to evaluate the CUSUM performance in timely detection of 707 semi-synthetic outbreak ...
Manoochehr KARAMI, Maryam GHALANDARI, Jalal POOROLAJAL, Javad FARADMAL   +3 more
doaj  

Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence [PDF]

This paper investigates by means of Monte Carlo techniques the robustness of the CUSUM and CUSUM-of-squares tests (Brown et al., 1975) to serial correlation, endogeneity and lack of structural invariance.
Caporale, Guglielmo Maria, Pittis, Nikitas   +1 more
core  

Reservoir of Diverse Adaptive Learners and Stacking Fast Hoeffding Drift Detection Methods for Evolving Data Streams

, 2017
The last decade has seen a surge of interest in adaptive learning algorithms for data stream classification, with applications ranging from predicting ozone level peaks, learning stock market indicators, to detecting computer security violations.
Paquet, Eric, Pesaranghader, Ali, Viktor, Herna   +2 more
core   +1 more source

Functional Sieve Bootstrap for the Partial Sum Process With an Application to Change‐Point Detection

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process. Consistency of the FSB procedure under weak assumptions on the underlying functional process is established.
Efstathios Paparoditis, Lea Wegner, Martin Wendler   +2 more
wiley   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Evaluating the Performance of an Outbreak- Detection Algorithms using Semi-Synthetic Approach: Cumulative Sum Algorithm

مجله اپیدمیولوژی ایران, 2013
Background & Objectives: Timely response to emerging diseases and outbreaks are a major public health and health systems priority. There are few published studies that evaluate the performance of cumulative sum (CUSUM) on identical data using semi ...
M Karami, H Soori, Y Mehrabi, AA Haghdoost, MM Gouya, N Esmailnasab   +5 more
doaj  

Online Jump and Kink Detection in Segmented Linear Regression: Statistical Optimality Meets Computational Efficiency

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley   +1 more source

Evaluation of the learning curve and complications in unilateral biportal endoscopic transforaminal lumbar interbody fusion: cumulative sum analysis and risk-adjusted cumulative sum analysis

Journal of Orthopaedic Surgery and Research
Purpose To evaluate the learning curve and complications in unilateral biportal endoscopic transforaminal lumbar interbody fusion (ULIF) using the Cumulative Sum (CUSUM) analysis and Risk-adjusted Cumulative Sum (RA-CUSUM) analysis.
Wenlong Guo, Jingyao Ye, Tong Li, Yang Yu, Xiaohong Fan   +4 more
doaj   +1 more source