Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 96 for “"Change Point"”.
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Mehrdimensionale Change-Point-Schätzung mit U-Statistiken
Wir betrachten ein mehrdimensionales Change-Point-Problem. Seien X1;n; : : : ;Xn;n unabhängige Zufallselemente bei denen q, q 2 N, Verteilungswechsel auftreten. Dass heisst, es existiert ein Vektor µ = (µ1; : : : ; µq) 2 Rq mit 0 = µ0 < µ1 < ¢ ¢ ¢ < µq < µq+1 = 1 sowie Verteilungen …
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A Bayesian change-point approach to item compromise detection
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01
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Inference and Estimation in Change Point Models for Censored Data
<p>In general, the change point problem considers inference of a change in distribution for a set of time-ordered observations. This has applications in a large variety of fields and can also apply to survival data. With improvements to medical diagnoses and treatments, incidences and mortality …
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High-dimensional change point detection for mean and location parameters
Change point inference refers to detection of structural breaks of a sequence observation, which may have one or more distributional shifts subject to models such as mean or covariance changes. In this dissertation, we consider the offline multiple change point problem that the sample size is fixed …
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Gaussian processes for state space models and change point detection
… combine Gaussian processes and Bayesian online change point detection (BOCPD) to increase the generality of the Gaussian process time series methods. These methodologies are evaluated on predictive performance on six real world data sets, which include three environmental data sets, one …
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Quantile Inference and Change Point Test under Time Series Non-stationarity
… the methodologies for quantile inference and change point test under time series non-stationarity. The first part of the thesis considers the simultaneous or functional inference of time-varying quantile curves for a class of non-stationary and long memory time series. New uniform Bahadur …
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Change Point Detection and Estimation in Sequences of Dependent Random Variables
<p>Two change point detection and estimation procedures for sequences of dependent binary random variables are proposed and their asymptotic properties are explored. The two procedures are a dependent cumulative sum statistic (DCUSUM) and a dependent likelihood ratio test (LRT) statistic, which are …
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Change Point Detection in Time Series via Multivariate Singular Spectrum Analysis
The objective of change-point detection (CPD) is to estimate the time of significant and abrupt changes in the dynamics of a system through multivariate time series observations. The setup of CPD covers a wide range of real-world problems such as quality control, medical diagnosis, speech …
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Test of change point versus long-range dependence in functional time series
… from certain non-stationary models, such as the change in mean model with short-range dependent (SRD) errors. To be specific, realizations of LRD series usually have a characteristic of changing local mean if the time span taken into account is long enough, which resembles the behavior of change …
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A nonparametric change point model for multivariate phase-II statistical process control.
… (SPC) procedures are designed to detect a change in distribution when a possibly never-ending stream of observations is collected. Extensive study has been conducted with the purpose of detecting a shift in location (e.g. mean or median) when univariate observations are collected. Many …
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A Non-Parametric Approach to Change-Point Detection in Cross-Asset Correlations
… this thesis we explore the problem of detecting change-points in cross-asset correlations using a non-parametric approach. We began by comparing and contrasting several common methods for change-point detection as well as methods for measuring correlation. We finally settle on a statistic …
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On testing the change-point in the longitudinal bent line quantile regression model
The problem of detecting changes has been receiving considerable attention in various fields. In general, the change-point problem is to identify the location(s) in an ordered sequence that divides this sequence into groups, which follow different models. This dissertation considers the …
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Change point detection for high dimensional data and valid inference for Bayesian linear models
… statistical methodologies for high dimensional change point detection and inference for Bayesian linear models. In the first project, we propose a change point detection method testing mean shift for high dimensional observations with unknown heteroscedasticity. The proposed tests target a dense …
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Likelihood Ratio Combination of Multiple Biomarkers and Change Point Detection in Functional Time Series
… for future applications in medical research. Change point detection for functional time series has attracted considerable attention from researchers. Existing methods either rely on FPCA, which may perform poorly with complex data, or use bootstrap approaches in forms that fall short in …
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Variance Change Point Detection under A Smoothly-changing Mean Trend with Application to Liver Procurement
Literature on change point analysis mostly requires a sudden change in the data distribution, either in a few parameters or the distribution as a whole. We are interested in the scenario that the variance of data may make a significant jump while the mean of data changes in a smooth fashion. It is …
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Statistical inference in complex networks: community detection, change-point detection, link prediction, and two-sample testing
Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2027-08-01
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Advancements in test security: preventive test assembly methods and change-point detection of compromised items in adaptive testing
… items, all involving simultaneous monitoring of changes in both the proportion correct and average response time for each operational item in the pool. Simulation results indicate that the consideration of response times can afford marked improvements over the analysis of responses alone. Chapter …
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