Extensions of some classical methods in change point analysis

L Horváth, G Rice - Test, 2014 - Springer
A common goal in modeling and data mining is to determine, based on sample data,
whether or not a change of some sort has occurred in a quantity of interest. The study of …

Robust change point test for general integer-valued time series models based on density power divergence

B Kim, S Lee - Entropy, 2020 - mdpi.com
In this study, we consider the problem of testing for a parameter change in general integer-
valued time series models whose conditional distribution belongs to the one-parameter …

Change point detection in text data

A Preis, S Schwaar - Behaviormetrika, 2024 - Springer
The analysis of text data using artificial intelligence and statistical methods has become
increasingly important in recent years. One application is the automatic assignment of …

[图书][B] Changepoint detection for acoustic sensing signals

BJ Pickering - 2016 - search.proquest.com
This thesis considers the application of changepoint detection methodology for the analysis
of acoustic sensing signals. In the first part, we propose a detection procedure for changes in …

An online Bayesian approach to change-point detection for categorical data

Y Fan, X Lu - Knowledge-Based Systems, 2020 - Elsevier
Change-point detection for categorical data has wide applications in many fields. Existing
methods either are distribution-free, not utilizing categorical information sufficiently, or have …

A new toolkit for robust distributional change detection

AL Kißlinger, W Stummer - Applied Stochastic Models in …, 2018 - Wiley Online Library
Divergences (distances), which measure the dissimilarity, respectively, proximity, between
two probability distributions, have turned out to be very useful for several different tasks in …

A robust approach for testing parameter change in Poisson autoregressive models

J Kang, J Song - Journal of the Korean Statistical Society, 2020 - Springer
Parameter change test has been an important issue in time series analysis. The problem
has also been actively explored in the field of integer-valued time series, but the testing in …

Test for parameter change in the presence of outliers: the density power divergence-based approach

J Song, J Kang - Journal of Statistical Computation and Simulation, 2021 - Taylor & Francis
This study considers the problem of testing for parameter change, particularly in the
presence of outliers. To lessen the impact of outliers, we propose a robust test based on the …

Change-Point Detection in a High-Dimensional Multinomial Sequence Based on Mutual Information

X Xiang, B Jin, Y Wu - Entropy, 2023 - mdpi.com
Time-series data often have an abrupt structure change at an unknown location. This paper
proposes a new statistic to test the existence of a change-point in a multinomial sequence …

[PDF][PDF] Ordinal-patterns-based segmentation and discrimination of time series with applications to EEG data

AM Unakafov - 2015 - zhb.uni-luebeck.de
This thesis is devoted to time series analysis, in particular, to segmentation of time series
and to discrimination of time series segments. The problem of measuring time series …