Nonparametric Methods In Change Point Problems
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Nonparametric Methods In Change Point Problems
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Author : E. Brodsky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Nonparametric Methods In Change Point Problems written by E. Brodsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.
Change Point Problems
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Author : Edward G. Carlstein
language : en
Publisher: IMS
Release Date : 1994
Change Point Problems written by Edward G. Carlstein and has been published by IMS this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.
Parametric Statistical Change Point Analysis
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Author : Jie Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Parametric Statistical Change Point Analysis written by Jie Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.
Parametric Statistical Change Point Analysis
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Author : Jie Chen
language : en
Publisher: Birkhäuser
Release Date : 2000-06-15
Parametric Statistical Change Point Analysis written by Jie Chen and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-06-15 with Mathematics categories.
Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.
Non Parametric Statistical Diagnosis
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Author : E. Brodsky
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Non Parametric Statistical Diagnosis written by E. Brodsky and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
Non-Parametric Statistical Diagnosis
Change Point Analysis In Nonstationary Stochastic Models
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Author : Boris Brodsky
language : en
Publisher: CRC Press
Release Date : 2016-12-12
Change Point Analysis In Nonstationary Stochastic Models written by Boris Brodsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-12-12 with Mathematics categories.
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Advances In Combinatorial Methods And Applications To Probability And Statistics
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Author : N Balakrishnan
language : en
Publisher: Springer Science & Business Media
Release Date : 1997-05-01
Advances In Combinatorial Methods And Applications To Probability And Statistics written by N Balakrishnan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-05-01 with Mathematics categories.
Sri Gopal Mohanty has made pioneering contributions to lattice path counting and its applications to probability and statistics. This is clearly evident from his lifetime publications list and the numerous citations his publications have received over the past three decades. My association with him began in 1982 when I came to McMaster Univer sity. Since then, I have been associated with him on many different issues at professional as well as cultural levels; I have benefited greatly from him on both these grounds. I have enjoyed very much being his colleague in the statistics group here at McMaster University and also as his friend. While I admire him for his honesty, sincerity and dedication, I appreciate very much his kindness, modesty and broad-mindedness. Aside from our common interest in mathematics and statistics, we both have great love for Indian classical music and dance. We have spent numerous many different subjects associated with the Indian music and hours discussing dance. I still remember fondly the long drive (to Amherst, Massachusetts) I had a few years ago with him and his wife, Shantimayee, and all the hearty discussions we had during that journey. Combinatorics and applications of combinatorial methods in probability and statistics has become a very active and fertile area of research in the recent past.
Limit Theorems In Change Point Analysis
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Author : Miklós Csörgö
language : en
Publisher: John Wiley & Sons
Release Date : 1997-12-29
Limit Theorems In Change Point Analysis written by Miklós Csörgö and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-29 with Mathematics categories.
Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall
Contemporary Perspectives In Data Mining Volume 1
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Author : Kenneth D. Lawrence
language : en
Publisher: IAP
Release Date : 2013-04-01
Contemporary Perspectives In Data Mining Volume 1 written by Kenneth D. Lawrence and has been published by IAP this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-01 with Mathematics categories.
The series, Contemporary Perspectives on Data Mining, is composed of blind refereed scholarly research methods and applications of data mining. This series will be targeted both at the academic community, as well as the business practitioner. Data mining seeks to discover knowledge from vast amounts of data with the use of statistical and mathematical techniques. The knowledge is extracted form this data by examining the patterns of the data, whether they be associations of groups or things, predictions, sequential relationships between time order events or natural groups. Data mining applications are seen in finance (banking, brokerage, insurance), marketing (customer relationships, retailing, logistics, travel), as well as in manufacturing, health care, fraud detection, home-land security, and law enforcement.
Asymptotic Methods In Stochastics
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Author : Lajos Horvath and Barbara Szyszkowicz
language : en
Publisher: American Mathematical Soc.
Release Date :
Asymptotic Methods In Stochastics written by Lajos Horvath and Barbara Szyszkowicz and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on with Asymptotic expansions categories.
Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.