Nonparametric Methods In Change Point Problems

Author : E. Brodsky,B.S. Darkhovsky
Publisher : Springer Science & Business Media
Page : 221 pages
File Size : 48,7 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9789401581639

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Nonparametric Methods in Change Point Problems by E. Brodsky,B.S. Darkhovsky Pdf

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,Hans-Georg Mu ller,David Siegmund
Publisher : IMS
Page : 400 pages
File Size : 50,5 Mb
Release : 1994
Category : Mathematics
ISBN : 094060034X

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Change-point Problems by Edward G. Carlstein,Hans-Georg Mu ller,David Siegmund Pdf

Author : Boris Brodsky
Publisher : CRC Press
Page : 239 pages
File Size : 43,9 Mb
Release : 2016-12-12
Category : Mathematics
ISBN : 9781315350950

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Change-Point Analysis in Nonstationary Stochastic Models by Boris Brodsky Pdf

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
Page : 602 pages
File Size : 45,6 Mb
Release : 1997-05-01
Category : Mathematics
ISBN : 081763908X

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Advances in Combinatorial Methods and Applications to Probability and Statistics by N Balakrishnan Pdf

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,B.S. Darkhovsky
Publisher : Springer Science & Business Media
Page : 461 pages
File Size : 47,5 Mb
Release : 2013-03-14
Category : Mathematics
ISBN : 9789401595308

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Non-Parametric Statistical Diagnosis by E. Brodsky,B.S. Darkhovsky Pdf

Non-Parametric Statistical Diagnosis

Author : Kenneth D. Lawrence,Ronald Klimberg
Publisher : IAP
Page : 255 pages
File Size : 50,9 Mb
Release : 2013-04-01
Category : Mathematics
ISBN : 9781623960575

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Contemporary Perspectives in Data Mining, Volume 1 by Kenneth D. Lawrence,Ronald Klimberg Pdf

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.
Page : 552 pages
File Size : 44,6 Mb
Release : 2024-06-03
Category : Asymptotic expansions
ISBN : 082187148X

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Asymptotic Methods in Stochastics by Lajos Horvath and Barbara Szyszkowicz Pdf

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 : Jie Chen,A.K. Gupta
Publisher : Springer Science & Business Media
Page : 190 pages
File Size : 50,9 Mb
Release : 2013-11-11
Category : Mathematics
ISBN : 9781475731316

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Parametric Statistical Change Point Analysis by Jie Chen,A.K. Gupta Pdf

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 : Ashis SenGupta,Barry C. Arnold
Publisher : Springer Nature
Page : 487 pages
File Size : 52,5 Mb
Release : 2022-06-15
Category : Mathematics
ISBN : 9789811910449

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Directional Statistics for Innovative Applications by Ashis SenGupta,Barry C. Arnold Pdf

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.

Author : Roman Szewczyk,Cezary Zieliński,Małgorzata Kaliczyńska
Publisher : Springer
Page : 923 pages
File Size : 51,5 Mb
Release : 2016-02-15
Category : Technology & Engineering
ISBN : 9783319293578

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Challenges in Automation, Robotics and Measurement Techniques by Roman Szewczyk,Cezary Zieliński,Małgorzata Kaliczyńska Pdf

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 : Bovas Abraham
Publisher : Springer Science & Business Media
Page : 450 pages
File Size : 53,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461217763

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Quality Improvement Through Statistical Methods by Bovas Abraham Pdf

This book is based on the papers presented at the International Conference 'Quality Improvement through Statistical Methods' in Cochin, India during December 28-31, 1996. The Conference was hosted by the Cochin University of Science and Technology, Cochin, India; and sponsored by the Institute for Improvement in Quality and Productivity (IIQP) at the University of Waterloo, Canada, the Statistics in Industry Committee of the International Statistical Institute (lSI) and by the Indian Statistical Institute. There has been an increased interest in Quality Improvement (QI) activities in many organizations during the last several years since the airing of the NBC television program, "If Japan can ... why can't we?" Implementation of QI meth ods requires statistical thinking and the utilization of statistical tools, thus there has been a renewed interest in statistical methods applicable to industry and technology. This revitalized enthusiasm has created worldwide discussions on Industrial Statistics Research and QI ideas at several international conferences in recent years. The purpose of this conference was to provide a forum for presenting and ex changing ideas in Statistical Methods and for enhancing the transference of such technologies to quality improvement efforts in various sectors. It also provided an opportunity for interaction between industrial practitioners and academia. It was intended that the exchange of experiences and ideas would foster new international collaborations in research and other technology transfers.

Author : B. Szyszkowicz
Publisher : Elsevier
Page : 914 pages
File Size : 51,6 Mb
Release : 1998-10-29
Category : Mathematics
ISBN : 008049952X

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Asymptotic Methods in Probability and Statistics by B. Szyszkowicz Pdf

One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97. This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.

Author : Peter Sprent
Publisher : Springer Science & Business Media
Page : 268 pages
File Size : 54,6 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789400912236

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Applied Nonparametric Statistical Methods by Peter Sprent Pdf

This book is a practical introduction to statistical techniques called nonpara metric methods. Using examples, we explain assumptions and demonstrate procedures; theory is kept to a minimum. We show how basic problems are tackled and try to clear up common misapprehensions so as to help both students of statistics meeting the methods for the first time and workers in other fields faced with data needing simple but informative analysis. An analogy between experimenters and car drivers describes our aim. Statistical analyses may be done by following a set of rules without understanding their logical basis, but this has dangers. It is like driving a car with no inkling ofhow the internal combustion engine, the gears, the ignition system, the brakes actually work. Understanding the rudiments helps one get better performance and makesdrivingsafer;appropriate gearchanges become a way to reduce engine stress, prolong engine life, improve fuel economy, minimize wear on brake linings. Knowing how to change the engine oil or replace worn sparking plugs is notessential for adriver, but it will reduce costs. Learning such basics will not make one a fully fledged mechanic, even less an automotive engineer; but it all contributes to more economical and safer driving, alertingone to the dangers ofbald tyres, aleakingexhaust, worn brake linings.

Author : Paul Doukhan,George Oppenheim,Murad Taqqu
Publisher : Springer Science & Business Media
Page : 744 pages
File Size : 50,6 Mb
Release : 2002-12-13
Category : Mathematics
ISBN : 0817641688

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Theory and Applications of Long-Range Dependence by Paul Doukhan,George Oppenheim,Murad Taqqu Pdf

The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.

Author : Jensen Kahle,Franz Collani
Publisher : Springer Science & Business Media
Page : 390 pages
File Size : 47,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461222347

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Advances in Stochastic Models for Reliablity, Quality and Safety by Jensen Kahle,Franz Collani Pdf

Fast technological development produces systems of ever-increasing complex ity. The demand for reliable functioning of these systems has become more and more important. Thus, there is a need for highly reliable technical devices and systems, for monitoring and controlling their functioning and for planning maintenance and corrective actions to fulfill given requirements considering eco nomic limitations. These tasks reflect the wide field of engineering activities that are accompa nied by and based on a wide range of stochastical models. The book presents the main contributions to a workshop on Stochastic Models of Reliability, Qual ity, and Safety held in Schierke near Magdeburg, Germany. This workshop was part of a series of meetings that take place every two years organized by the Society of Reliability, Quality and Safety. The basic idea of these workshops is to bring together theorists, applied statisticians, and practitioners to exchange experiences and ideas of common interest. The book contains recent results in reliability and related fields. The presentation aims at making at least a part of the results accessible to engineers.