Change point problems, Advanced Statistics

Assignment Help:

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 


Related Discussions:- Change point problems

Solve this, An analyst counted 17 A/B runs and 26 time series observations....

An analyst counted 17 A/B runs and 26 time series observations. Do these results suggest that the data are nonrandom? Explain

SCATTER DIAGRAM, MEANING ,IMPORTANCE AND RELEAVANCE OF SCATTER DIAGRAM

MEANING ,IMPORTANCE AND RELEAVANCE OF SCATTER DIAGRAM

Business forcastin.., elements , importance, limitation, and theories

elements , importance, limitation, and theories

Explanatory analysis, This term is sometimes used for the analysis of data ...

This term is sometimes used for the analysis of data from the clinical trial in which treatments A and B are to be compared under the suppositions that the patients remain on their

Decision tree analysis, Ask questioThe finance manager of ‘Softy’ baby soap...

Ask questioThe finance manager of ‘Softy’ baby soap manufacturing company being successful in the first two years of the company’s operations is considering setting up another plan

Bioassay, Bioassay : It is an abbreviation of biological assay, which in it...

Bioassay : It is an abbreviation of biological assay, which in its classical form includes an experiment conducted on biological material to determine relative potency of test and

Option-3 scheme, Option-3 scheme is a scheme of measurement used in the si...

Option-3 scheme is a scheme of measurement used in the situations investigating possible changes over the time in longitudinal data. The scheme is planned to prevent measurement o

Public network, This is given by common network e.g. Phone Company. The pub...

This is given by common network e.g. Phone Company. The public networks are those networks, which are given by common carriers. It can be a telephone company or an other organizati

Generalized estimating equations (gee), Technically the multivariate analog...

Technically the multivariate analogue of the quasi-likelihood with the same feature that it leads to consistent inferences about the mean responses without needing specific supposi

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd