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Change-point problems --- Congresses

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Change-point problems --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Congresses

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Change-point problems --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Congresses --- Rupture (Statistique) --- Congrès --- Change-point problems - Congresses

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The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance.

Change-point problems --- Time-series analysis --- Série chronologique --- Change-point problems. --- Time-series analysis. --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Change-point detection --- Detection, Change-point --- Problems, Change-point

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Overall, the book gives a clear and systematic presentation of models and methods. It will be an excellent source for theoretical and applied statisticians who are interested in research on change-point analysis and its applications to many areas.   —Mathematical Reviews (Review of the First Edition) Revised and expanded, Parametric Statistical Change Point Analysis, Second Edition is an in-depth study of the change point problem from a general point of view, and a deeper look at change point analysis of the most commonly used statistical models. For some time, change point problems have appeared throughout the sciences in such disciplines as economics, medicine, psychology, signal processing, and geology; more recently, they have also been found extensively in applications related to biomedical imaging data, array Comparative Genomic Hybridization (aCGH) data, and gene expression data. These areas of interest—new and old—have motivated substantial research on change point problems and led to a significant body of literature in the field. The present monograph stands as a valuable contribution to this literature. Key features and topics:  * Clear and systematic exposition with a great deal of introductory material included;  * Different models in each chapter, including gamma and exponential models, rarely examined thus far in the literature;  * Extensive examples to emphasize key concepts and different methodologies used, namely the likelihood ratio criterion as well as the Bayesian and information criterion approaches;  * An up-to-date comprehensive bibliography and two indices. New to the Second Edition:  * New examples of change point analysis in modern molecular biology and other fields such as finance and air traffic control;  * Two new sections of applications of the underlying change point models in analyzing the array Comparative Genomic Hybridization (aCGH) data for DNA copy number changes;  * A new chapter on change points in the hazard function;  * A new chapter on other practical change point models, such as the epidemic change point model and a smooth-and-abrupt change point model. This monograph will be a highly useful resource for an impressively broad range of researchers in statistics, as well as a useful supplement for graduate courses in the field.

Change-point problems. --- Change-point problems --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Change-point detection --- Detection, Change-point --- Problems, Change-point --- Statistics. --- Applied mathematics. --- Engineering mathematics. --- Probabilities. --- Statistical Theory and Methods. --- Statistics for Life Sciences, Medicine, Health Sciences. --- Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Probability Theory and Stochastic Processes. --- Applications of Mathematics. --- Mathematical statistics --- Mathematical statistics. --- Distribution (Probability theory. --- Mathematics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Math --- Science --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Sampling (Statistics) --- Statistics . --- Probability --- Combinations --- Chance --- Least squares --- Risk --- Engineering --- Engineering analysis --- Mathematical analysis