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2017 | 54 | 1 | 1-24
Tytuł artykułu

An algorithm for a new method of change-point analysis in the independent Poisson sequence

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however, newly developed and a Pascal program is given in the Appendix. These methods are extended to the slope change-point model in Section 3. The approach is essentially the same as that of Section 2 but the algorithm is now based on the second-order Markov property and becomes a little more complicated. The Pascal program related to the slope change-point model is supported on the website, URL: https://corec.meisei-u.ac.jp/labs/hirotsu/.
Wydawca
Czasopismo
Rocznik
Tom
54
Numer
1
Strony
1-24
Opis fizyczny
Daty
wydano
2017-06-27
online
2017-06-13
Twórcy
  • 191–8506,
  • 173–0015,
Bibliografia
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_1515_bile-2017-0001
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