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 37 for “"change points"”.
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Recurrent-Event Models for Change-Points Detection
… This dissertation develops recurrent-event change-point models to detect the time when driving risk decreases significantly for novice teenager drivers. The dissertation consists of three major parts: the first part applies recurrent-event change-point models with identical change-points for …
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Detecting change-points in a Compound Poisson Process
A statistical change point problem was first studied in the mid-1950s in the context of quality control in industrial processes. A change point is defined as a point in the time order when the probability distribution of a sequence of observations differs before and after that point. The literature …
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A Nonparametric Method for Ascertaining Change Points in Regression Regimes
… but highly useful subset of the well-researched change point problem. The usual approach to a more general model was first presented by Quandt (1958) who found the maximum likelihood estimates of the slope, intercept and joinpoint by assuming that the error terms are generated under the usual …
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Likelihood-based testing and model selection for hazard functions with unknown change-points
… of testing procedures for the existence of change-points in parametric hazard models of various types. Hazard functions and the related survival functions are common units of analysis for survival and reliability modeling. We develop a methodology to test for the alternative of a two-piece …
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Detecting Dependence Change Points in Multivariate Time Series with Applications in Neuroscience and Finance
In many applications there are dynamic changes in the dependency structure between multivariate time series. Two examples include neuroscience and finance. The second and third chapters focus on neuroscience and introduce a data-driven technique for partitioning a time course into distinct temporal …
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An Investigation of Sensitivity of an F Test in Locating Change Points in Linear Regression
<p>Change point is a statistic phenomenon, which has many direct applications in climatology, bioinformatics, finance, oceanography and medical imaging. In this thesis, we investigate the sensitivity of the F-test for detecting change points in linear regression, using a two-phase linear regression …
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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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Some Aspects on Data Modelling
… rule mining from transaction data and structural change estimation in time-ordered sequence, are studied. Informative association rule mining is fundamental for knowledge discovery from transaction data, for which brute-force search algorithms, e.g., the well-known Apriori algorithm, were …
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Bayesian Inference Based on Nonparametric Regression for Highly Correlated and High Dimensional Data
… framework designed to identify multiple change points in the relationship between ambient temperature and mortality rate. This framework, unlike traditional methods, treats change points as random variables, enabling the modeling of nonparametric functions that vary by region and is …
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Change Detection and Analysis of Data with Heterogeneous Structures
… the observations collected from a process may change on its mean or variance. In numerous applications, data are often of mixed types including both discrete and continuous variables. Heterogeneity also commonly arises in data when underlying models vary across different segments. Besides, the …
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Hypothesis testing when a nuisance parameter is identified only under the alternative hypothesis
… best known examples are the problems of unknown change points and the mixtures of distributions in econometrics and statistics. Davies (1977, 1987) proposes a general solution to this type of problems.
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Some Advanced Semiparametric Single-index Modeling for Spatially-Temporally Correlated Data
… the first is to propose a model for detecting change points simultaneously with estimating the unknown function; the second is to develop two models for spatially correlated data; and the third is to further develop two models for spatially-temporally correlated data. To address the first …
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Essays on structural changes in high dimensional econometric models
… essays on estimating and testing structural changes in high dimensional econometrics models. These essays are based on three working papers joint with Prof. Badi Baltagi and Prof. Chihwa Kao. The first essay considers estimating the date of a single common change in the regression …
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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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Predicting pilot intent and aircraft trajectory in uncontrolled airspace
… the state space is composed of possible mode change points. A likelihood function inspired by the approach of Yepes et al. [63] is used to map current aircraft state in continuous space to a high probability discrete sequence of mode change points. An unsupervised learning process is used to …
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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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Statistical Methods for Large Complex Datasets
… for datasets that contain measurement errors or change points.
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Detecting trend and abrupt changes in mean and extreme climate variables and assessing the impacts on agriculture
… management. To assess the impacts of climate change on human and natural environment, as well as to understand the causes of climate change, it is essential to investigate historic and current climate changes and predict potential future climate changes. This thesis is to develop a multiple …
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Evolution and ecology of body size in North American terrestrial mammals during the Paleocene and Eocene transition
… fitting we identified periods of stasis and change points in the community structure, taxonomic composition, and climate. We found that an initial change in community structure correlated with the change in taxonomic composition. The other changes points in structure are correlated with …
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