Change Point Analysis: Results
Change-point analysis in increasing dimension
... The results are shown in Tables 1 and 2 , where we only display the results of the statistic Ω n ...The results of Λ n are quite similar, slight differences can only be observed in case of d = 50, ...
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Asymptotic Methods in Change-Point Analysis
... sequential change-point procedures are as well needed in functional frameworks to monitor the validity of the multitude of already existing func- tional models (and those that will doubtlessly be defined in ...
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Asymptotic Procedures for a Change-Point Analysis of Random Field
... the results were qualitatively the same, we also omit the cases d = 1, 2 ...of change ∆ and the sample size n ...mean change lead to higher estimates of the covariances and thus to the selection of ...
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Asymptotic Change-Point Analysis of the Dependencies in Time Series
... posteriori change-point procedure under a functional central limit theorem ...a change-point estimate and consider open-end and closed-end sequential change-point ...main ...
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Comments on: Extensions of some classical methods in change point analysis
... of results on the changepoint problem in a time series ...Authors point out, the most influential con- tributions (primarily, Andrews, 1993) use, as a probabilistic tool, the weak invariance ...
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Comments on: Extensions of some classical methods in change point analysis
... a point in time t . It can be shown (the results are in Csorgo and Horvath, 1997, and have also been studied in a di¤erent context by Kao, Trapani and Urga, 2014) that tests based on T attain nontrivial ...
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Change Point Analysis of Survival Data with Application in Clinical Trials
... significant change occurs in subjects’ failure ...classical change-point model, measurements may still be identically distributed, and the change point is a parameter of their common ...
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Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
... The results for the US, French, German, UK, Japanese and Chinese markets, as represented by the S&P500, CAC, DAX, FTSE All Share, Nikkei 225 and Shanghai A share Indices, respectively, suggest multiple ...
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Outbreak definition by change point analysis: a tool for public health decision?
... global results according to d 1 (σ ...No point is below the first diagonal with a 4-days offset (the minimal outbreak duration) be- cause this area corresponds to the impossible case of an outbreak ...
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Studentized U-quantile processes under dependence with applications to change-point analysis
... These results can be used to devise a CUSUM-type change-point test for location based on the Hodges–Lehmann estima- tor, which is expected to have a much higher robustness against heavy [r] ...
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Change point analysis of second order characteristics in non-stationary time series
... not change in time (as the variance under the null ...a change in the correlation of a stationary time series if at the same the means and variances do not ...practical point of view, assumptions of ...
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Application of change point analysis to daily influenza-like illness emergency department visits
... CPA results show the direction of change in the ILI ED visit time series while EARS only detects isolated ILI visit trend ...detected change merits a public health ...
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Consistent change-point detection with kernels
... the change-point problem in practice requires to face several im- portant ...practical change-point procedure must be able to infer the number of changes from the ...most ...
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Does function point analysis change with new approaches to software development? January 2013
... Information Standards (OASIS) is “A paradigm for organizing and utilizing distributed capabilities that may be under the control of different ownership domains. It provides a uniform means to offer, discover, interact ...
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Analysis of change in the state of hydraulic drive of machines in operation according to the diagnostic results
... However, one of them can operate without failure up to the next examination without maintenance, i.e., its parameter will reach the limit value, n , at point T 3 . Thus, preventive maintenance and repair of the ...
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point results
... Fixed point results with graphic contractions on a closed ball for graph dominated single-valued mappings were also ...obtained results. The obtained results extended and generalised several ...
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Asymptotics for change-point tests and change-point estimators
... Im Hauptteil der Arbeit werden zuerst Teststatistiken und anschließend die zugeh¨ origen Sch¨ atzer untersucht. Hierbei wird jeweils zuerst eine Mittelwerts¨ anderung f¨ ur unabh¨ angige Beobachtungen untersucht, wobei ...
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Bayesian analysis of change point hazard rate model
... constant hazard rate change point model to a small data set of failure times of electrical.. insulation in Section 4.[r] ...
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Bayesian Analysis of Change-point Detection in Multivariate Time Series
... 结构突变模型是指由于政策变化、技术进步、环境改变等外生因素的影响， 模型的参数在某些时刻发生改变。模型参数变化的时刻称为结构变点（change- point） 。 结构突变问题最早是由 Page (1954)提出。其对结构突变的描述为：存在这样 一种可能性，一条有序的数据（ordered data）可以分为多个子序列，每个子序列 都是独立的随机样本，这些样本有相同的分布但是每个子序列中分布的参数不同。 ...
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Change-Point Analysis: A Powerful New Tool For Detecting Changes
... Change-point analysis is a powerful new tool for determining whether a change has taken ...a change-point analysis is not a replacement for control ...a ...
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