Nonparametric Methods In Change Point Problems PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Nonparametric Methods In Change Point Problems PDF full book. Access full book title Nonparametric Methods In Change Point Problems.
Author | : E. Brodsky |
Publisher | : Springer Science & Business Media |
Total Pages | : 221 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9401581630 |
Download Nonparametric Methods in Change Point Problems Book in PDF, ePub and Kindle
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.
Author | : Edward G. Carlstein |
Publisher | : IMS |
Total Pages | : 400 |
Release | : 1994 |
Genre | : Mathematics |
ISBN | : 9780940600348 |
Download Change-point Problems Book in PDF, ePub and Kindle
Author | : Jie Chen |
Publisher | : Springer Science & Business Media |
Total Pages | : 190 |
Release | : 2013-11-11 |
Genre | : Mathematics |
ISBN | : 1475731310 |
Download Parametric Statistical Change Point Analysis Book in PDF, ePub and Kindle
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.
Author | : Boris Brodsky |
Publisher | : CRC Press |
Total Pages | : 239 |
Release | : 2016-12-12 |
Genre | : Mathematics |
ISBN | : 1315350955 |
Download Change-Point Analysis in Nonstationary Stochastic Models Book in PDF, ePub and Kindle
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.
Author | : N Balakrishnan |
Publisher | : Springer Science & Business Media |
Total Pages | : 602 |
Release | : 1997-05-01 |
Genre | : Mathematics |
ISBN | : 9780817639082 |
Download Advances in Combinatorial Methods and Applications to Probability and Statistics Book in PDF, ePub and Kindle
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.
Author | : E. Brodsky |
Publisher | : Springer Science & Business Media |
Total Pages | : 461 |
Release | : 2013-03-14 |
Genre | : Mathematics |
ISBN | : 9401595305 |
Download Non-Parametric Statistical Diagnosis Book in PDF, ePub and Kindle
Non-Parametric Statistical Diagnosis
Author | : Roman Szewczyk |
Publisher | : Springer |
Total Pages | : 886 |
Release | : 2016-02-15 |
Genre | : Technology & Engineering |
ISBN | : 3319293575 |
Download Challenges in Automation, Robotics and Measurement Techniques Book in PDF, ePub and Kindle
This book presents the set of papers accepted for presentation at the International Conference Automation, held in Warsaw, 2-4 March of 2016. It presents the research results presented by top experts in the fields of industrial automation, control, robotics and measurement techniques. Each chapter presents a thorough analysis of a specific technical problem which is usually followed by numerical analysis, simulation, and description of results of implementation of the solution of a real world problem. The presented theoretical results, practical solutions and guidelines will be valuable for both researchers working in the area of engineering sciences and for practitioners solving industrial problems.
Author | : Kenneth D. Lawrence |
Publisher | : IAP |
Total Pages | : 255 |
Release | : 2013-04-01 |
Genre | : Mathematics |
ISBN | : 1623960576 |
Download Contemporary Perspectives in Data Mining, Volume 1 Book in PDF, ePub and Kindle
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.
Author | : Lajos Horvath and Barbara Szyszkowicz |
Publisher | : American Mathematical Soc. |
Total Pages | : 552 |
Release | : |
Genre | : Asymptotic expansions |
ISBN | : 9780821871485 |
Download Asymptotic Methods in Stochastics Book in PDF, ePub and Kindle
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.
Author | : Ashis SenGupta |
Publisher | : Springer Nature |
Total Pages | : 487 |
Release | : 2022-06-15 |
Genre | : Mathematics |
ISBN | : 9811910448 |
Download Directional Statistics for Innovative Applications Book in PDF, ePub and Kindle
In commemoration of the bicentennial of the birth of the “lady who gave the rose diagram to us”, this special contributed book pays a statistical tribute to Florence Nightingale. This book presents recent phenomenal developments, both in rigorous theory as well as in emerging methods, for applications in directional statistics, in 25 chapters with contributions from 65 renowned researchers from 25 countries. With the advent of modern techniques in statistical paradigms and statistical machine learning, directional statistics has become an indispensable tool. Ranging from data on circles to that on the spheres, tori and cylinders, this book includes solutions to problems on exploratory data analysis, probability distributions on manifolds, maximum entropy, directional regression analysis, spatio-directional time series, optimal inference, simulation, statistical machine learning with big data, and more, with their innovative applications to emerging real-life problems in astro-statistics, bioinformatics, crystallography, optimal transport, statistical process control, and so on.