scholarly journals Step change point estimation in the multivariate-attribute process variability using artificial neural networks and maximum likelihood estimation

2015 ◽  
Vol 11 (4) ◽  
pp. 505-515 ◽  
Author(s):  
Mohammad Reza Maleki ◽  
Amirhossein Amiri ◽  
Seyed Meysam Mousavi
Keyword(s):  
Neural Networks ◽  
Artificial Neural Networks ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Change Point ◽  
Likelihood Estimation ◽  
Step Change ◽  
Point Estimation ◽  
Process Variability ◽  
Change Point Estimation

A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point

2000 ◽  
Vol 34 (3) ◽  
pp. 315-334 ◽  
Author(s):  
Venkata K. Jandhyala ◽  
Stergios B. Fotopoulos ◽  
Nicholas E. Evaggelopoulos
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Change Point ◽  
Likelihood Estimation

scholarly journals Change-Point Analysis of Polar Zone Radiosonde Temperature Data

2014 ◽  
Vol 53 (3) ◽  
pp. 694-714 ◽  
Author(s):  
V. K. Jandhyala ◽  
P. Liu ◽  
S. B. Fotopoulos ◽  
I. B. MacNeill
Keyword(s):  
Maximum Likelihood ◽  
Change Point ◽  
Lower Stratosphere ◽  
Point Estimation ◽  
Change Point Analysis ◽  
The South ◽  
Likelihood Estimator ◽  
Change Point Estimation ◽  
Point Analysis ◽  
North Polar

AbstractA comprehensive change-point analysis of annual radiosonde temperature measurements collected at the surface, troposphere, tropopause, and lower-stratosphere levels at both the South and North Polar zones has been done. The data from each zone are modeled as a multivariate Gaussian series with a possible change point in both the mean vector as well as the covariance matrix. Prior to carrying out an analysis of the data, a methodology for computing the large sample distribution of the maximum likelihood estimator of the change point is first developed. The Bayesian approach for change-point estimation under conjugate priors is also developed. A simulation study is carried out to compare the maximum likelihood estimator and various Bayesian estimates. Then, a comprehensive change-point analysis under a multivariate framework is carried out on the temperature data for the period 1958–2008. Change detection is based on the likelihood ratio procedure, and change-point estimation is based on the maximum likelihood principle and other Bayesian procedures. The analysis showed strong evidence of change in the correlation between tropopause and lower-stratosphere layers at the South Polar zone subsequent to 1981. The analysis also showed evidence of a cooling effect at the tropopause and lower-stratosphere layers, as well as a warming effect at the surface and troposphere layers at both the South and North Polar zones.

Misspecified change-point estimation problem for a Poisson process

2001 ◽  
Vol 38 (A) ◽  
pp. 122-130 ◽  
Author(s):  
Ali S. Dabye ◽  
Yury A. Kutoyants
Keyword(s):  
Maximum Likelihood ◽  
Poisson Process ◽  
Change Point ◽  
Maximum Likelihood Estimate ◽  
Intensity Function ◽  
Point Estimation ◽  
Lower Function ◽  
Inhomogeneous Poisson Process ◽  
Change Point Estimation ◽  
Unknown Point

Consider an inhomogeneous Poisson process X on [0, T] whose unknown intensity function ‘switches' from a lower function g∗ to an upper function h∗ at some unknown point θ∗. What is known are continuous bounding functions g and h such that g∗(t) ≤ g(t) ≤ h(t) ≤ h∗(t) for 0 ≤ t ≤ T. It is shown that on the basis of n observations of the process X the maximum likelihood estimate of θ∗ is consistent for n →∞, and also that converges in law and in pth moment to limits described in terms of the unknown functions g∗ and h∗.

scholarly journals Step Change Point Estimation of the First-order Autoregressive Autocorrelated Simple Linear Profiles

2016 ◽  
Vol 23 (6) ◽  
pp. 2995-3008
Author(s):  
Reza Baradaran Kazemzadeh ◽  
Amirhossein Amiri ◽  
Hamidreza Mirbeik
Keyword(s):  
Change Point ◽  
Step Change ◽  
Point Estimation ◽  
First Order ◽  
Change Point Estimation ◽  
Linear Profiles
Sign in / Sign up

Export Citation Format

Share Document