Change point problems, Advanced Statistics

Change point problems: Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation course. Interest then lies in, retrospectively, making the inferences about the time period or position in the sequence in which the change occurred. A well known example is the Lindisfarne scribes data in which a count is made of the occurrences of the certain type of pronoun ending observed in 13 chronologically order edmedievalmanu scripts thought to be the work of more than one author. A plot of data shows strong evidence of a change point in the below drawn figure. An easy example of the possible model for such a problem is as follows

2053_change point problems.png  

1645_change point problems1.png 

Interest would centre on estimating parameters in the model specifically the change point, τ 

Posted Date: 7/26/2012 6:15:57 AM | Location : United States







Related Discussions:- Change point problems, Assignment Help, Ask Question on Change point problems, Get Answer, Expert's Help, Change point problems Discussions

Write discussion on Change point problems
Your posts are moderated
Related Questions
Grade of membership model: This is the general distribution free method for the clustering of the multivariate data in which only categorical variables are included. The model ass

Bootstrap : The data-based simulation method/technique for the statistical inference which can be used to study the variability of the estimated characteristics of the probability

The GRE has a combined verbal and quantitative mean of 1000 and a standard deviation of 200.

Intervention analysis in time series : The extension of the autoregressive integrated moving average models applied to time series permitting for the study of the magnitude and str

You and your team have been hired as strategic consultants by the hugely successful retailer known as “Cutie Pie”. The company sells many products, although one product in particul

Continuous variable : The measurement which is not restricted to the particular values except in so far as this is constrained by the accuracy of measuring instrument. General exam

explain the graphical method of measure of central tendency

Minimum volume ellipsoid is a term for ellipsoid of the minimum volume which covers some specified proportion of the set of multivariate data. It is commonly used to construct rob

Barrett and Marshall Model for conception : A biologically reasonable model for the probability of conception in a particular menstrual cycle, which supposes that the batches of sp

Linked micro map plot is a plot which provides the graphical overview and the details for spatially indexed statistical summaries. The plot shows the spatial patterns and statisti