In this paper, a new control chart to monitor multi-binomial processes is first proposed based on a transformation method. Then, the maximum likelihood estimators of change points designed for both step changes and linear-trend disturbances are derived. At the end, the performances of the proposed change-point estimators are evaluated and are compared using some Monte Carlo simulation experimen...

this paper presents a probabilistic optimal power flow (popf) algorithm considering different uncertainties in a smart grid. different uncertainties such as variation of nodal load, change in system configuration, measuring errors, forecasting errors, and etc. can be considered in the proposed algorithm. by increasing the penetration of the renewable energies in power systems, it is more essent...

The change-point problem is reformulated as a penalized likelihood estimation problem. A new non-convex penalty function is introduced to allow consistent estimation of the number of change points, and their locations and sizes. Penalized likelihood methods based on LASSO and SCAD penalties may not satisfy such a property. The asymptotic properties for the local solutions are established and nu...

We thank Ulm and Küchenhoff (1) for their valuable comments on our paper (2) about the estimation of changepoints in epidemiologic studies. We agree with them that several methods for change-point estimation in generalized linear models have already been described in the statistical literature (3–6). However, it is equally important to recognize that their epidemiologic application to dose-resp...

Change-points detection is one of important problems in data analysis. Traditional change-points detection method is based on exact data sets which can’t reflect prior information of data. In this paper, a new concept, called “fuzzy point data” which is defined by giving a fuzzy membership to the data in exact data sets, is proposed for helping us handle the confidence of data. We introduce reg...

Phenological events, such as the timing of flowering or insect emergence, are influenced by a complex combination of climatic and non-climatic factors. Although temperature is generally considered most important, other weather events such as frosts and precipitation events can also influence many species' phenology. Non-climatic variables such as photoperiod and site-specific habitat characteri...

Activity monitoring deals with monitoring data (usually streaming data) for interesting events. It has several applications such as building an alarm or an alert system that triggers when outliers or change points are detected. We discuss desiderata for such a system. Then, assuming that the data can be modeled by linear models, we describe an adaptive incremental method for detecting outliers ...

We study the estimation of change point obtained through a Kalman-Bucy filter for linear systems driven by fractional Brownian motions.