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http://ir.lib.ncu.edu.tw/handle/987654321/51848
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题名: | A binary tree algorithm on change points detection |
作者: | Fan,TH;Hsieh,HJ;Lee,HH |
贡献者: | 統計研究所 |
关键词: | REGRESSION-MODELS;RANDOM-VARIABLES;SEQUENCE;NUMBER;TESTS |
日期: | 2011 |
上传时间: | 2012-03-27 19:07:36 (UTC+8) |
出版者: | 國立中央大學 |
摘要: | In this paper, an algorithm using binary trees is developed to detect the change points of a data set in which the data are assumed to be normally distributed. Usual BIC-type criteria are considered in the binary searching procedures when the number of change points is unknown. The algorithm is also extended to the switching regression models. Simulation study confirms that our algorithm is efficient compared with the ML-method. A real data example also verifies that the proposed procedure is appropriate. |
關聯: | QUALITY & QUANTITY |
显示于类别: | [統計研究所] 期刊論文
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