Change-Point problems: approaches and applications
نویسندگان
چکیده
منابع مشابه
Bayesian Approaches for Limited Dependent Variable Change Point Problems
Limited dependent variable (LDV) data are common in political science, and political methodologists have given much good advice on dealing with them. We review some methods for LDV ‘‘change point problems’’ and demonstrate the use of Bayesian approaches for count, binary, and duration-type data. Our applications are drawn from American politics, Comparative politics, and International Political...
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We develop a method of estimating change{points of a function in the case of indirect noisy observations. As two paradigmatic problems we consider de-convolution and errors-in-variables regression. We estimate the scalar products of our indirectly observed function with appropriate test functions, which are shifted over the interval of interest. An estimator of the change point is obtained by t...
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Change point problems are referred to detect heterogeneity in temporal or spatial data. They have applications in many areas like DNA sequences, financial time series, signal processing, etc. A large number of techniques have been proposed to tackle the problems. One of the most difficult issues is estimating the number of the change points. As in other examples of model selection, the Bayesian...
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We study the problem of learning two regimes (we have a normal and a prefault regime in mind) based on a train set of non-Markovian observation sequences. Key to the model is that we assume that once the system switches from the normal to the prefault regime it cannot restore and will eventually result in a fault. We refer to the particular setting as semi-supervised since we assume the only in...
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A method for efficiently calculating exact marginal, conditional and joint distributions for change points defined by general finite state Hidden Markov Models is proposed. The distributions are not subject to any approximation or sampling error once parameters of the model have been estimated. It is shown that, in contrast to sampling methods, very little computation is needed. The method prov...
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ژورنال
عنوان ژورنال: Trabajos de Estadistica Y de Investigacion Operativa
سال: 1980
ISSN: 0041-0241
DOI: 10.1007/bf02888348