scholarly journals Product partition latent variable model for multiple change-point detection in multivariate data

2015 ◽  
Vol 42 (11) ◽  
pp. 2321-2334
Author(s):  
Gift Nyamundanda ◽  
Avril Hegarty ◽  
Kevin Hayes
Mathematics ◽  
2020 ◽  
Vol 8 (10) ◽  
pp. 1777
Author(s):  
Jong-Min Kim ◽  
Ning Wang ◽  
Yumin Liu

A global uncertainty environment, such as the COVID-19 pandemic, has affected the manufacturing industry severely in terms of supply and demand balancing. So, it is common that one stage statistical process control (SPC) chart affects the next-stage SPC chart. It is our research objective to consider a conditional case for the multi-stage multivariate change point detection (CPD) model for highly correlated multivariate data via copula conditional distributions with principal component analysis (PCA) and functional PCA (FPCA). First of all, we review the current available multivariate CPD models, which are the energy test-based control chart (ETCC) and the nonparametric multivariate change point model (NPMVCP). We extend the current available CPD models to the conditional multi-stage multivariate CPD model via copula conditional distributions with PCA for linear normal multivariate data and FPCA for nonlinear non-normal multivariate data.


Author(s):  
Prabuchandran K. J. ◽  
Nitin Singh ◽  
Pankaj Dayama ◽  
Ashutosh Agarwal ◽  
Vinayaka Pandit

Author(s):  
Lorena Romero-Medrano ◽  
Pablo Moreno-Muñoz ◽  
Antonio Artés-Rodríguez

AbstractBayesian change-point detection, with latent variable models, allows to perform segmentation of high-dimensional time-series with heterogeneous statistical nature. We assume that change-points lie on a lower-dimensional manifold where we aim to infer a discrete representation via subsets of latent variables. For this particular model, full inference is computationally unfeasible and pseudo-observations based on point-estimates of latent variables are used instead. However, if their estimation is not certain enough, change-point detection gets affected. To circumvent this problem, we propose a multinomial sampling methodology that improves the detection rate and reduces the delay while keeping complexity stable and inference analytically tractable. Our experiments show results that outperform the baseline method and we also provide an example oriented to a human behavioral study.


2020 ◽  
Author(s):  
Ibrar Ul Hassan Akhtar

UNSTRUCTURED Current research is an attempt to understand the CoVID-19 pandemic curve through statistical approach of probability density function with associated skewness and kurtosis measures, change point detection and polynomial fitting to estimate infected population along with 30 days projection. The pandemic curve has been explored for above average affected countries, six regions and global scale during 64 days of 22nd January to 24th March, 2020. The global cases infection as well as recovery rate curves remained in the ranged of 0 ‒ 9.89 and 0 ‒ 8.89%, respectively. The confirmed cases probability density curve is high positive skewed and leptokurtic with mean global infected daily population of 6620. The recovered cases showed bimodal positive skewed curve of leptokurtic type with daily recovery of 1708. The change point detection helped to understand the CoVID-19 curve in term of sudden change in term of mean or mean with variance. This pointed out disease curve is consist of three phases and last segment that varies in term of day lengths. The mean with variance based change detection is better in differentiating phases and associated segment length as compared to mean. Global infected population might rise in the range of 0.750 to 4.680 million by 24th April 2020, depending upon the pandemic curve progress beyond 24th March, 2020. Expected most affected countries will be USA, Italy, China, Spain, Germany, France, Switzerland, Iran and UK with at least infected population of over 0.100 million. Infected population polynomial projection errors remained in the range of -78.8 to 49.0%.


Sign in / Sign up

Export Citation Format

Share Document