Multiple-signal Synchronous Change-point Detection by Piecewise Linear Regression with Group Lasso Constraints

Author(s):  
Lining Yang ◽  
Yanting Li
Extremes ◽  
2021 ◽  
Author(s):  
Anatoly Zhigljavsky ◽  
Jack Noonan

AbstractIn this paper, we derive explicit formulas for the first-passage probabilities of the process S(t) = W(t) − W(t + 1), where W(t) is the Brownian motion, for linear and piece-wise linear barriers on arbitrary intervals [0,T]. Previously, explicit formulas for the first-passage probabilities of this process were known only for the cases of a constant barrier or T ≤ 1. The first-passage probabilities results are used to derive explicit formulas for the power of a familiar test for change-point detection in the Wiener process.


2019 ◽  
Vol 67 (12) ◽  
pp. 3316-3329
Author(s):  
Jun Geng ◽  
Bingwen Zhang ◽  
Lauren M. Huie ◽  
Lifeng Lai

2019 ◽  
Vol 12 (2) ◽  
pp. 203-213
Author(s):  
Aylin Alin ◽  
Ufuk Beyaztas ◽  
Michael A. Martin

2019 ◽  
Vol 3 (4) ◽  
pp. 250-252 ◽  
Author(s):  
David M Hille

ObjectiveTo identify changes in the linear trend of the age-standardized incidence of melanoma in Australia for all persons, males, and females. MethodsA two-piece piecewise linear regression was fitted to the data. The piecewise breakpoint varied through an iterative process to determine the model that best fits the data.ResultsStatistically significant changes in the trendof the age-standardized incidence of melanoma in Australia were found for all persons, males, and females. The optimal breakpoint for all persons and males was at 1998. For females, the optimal breakpoint was at 2005. The trend after these breakpoints was flatter than prior to the breakpoints, but still positive.ConclusionMelanoma is a significant public health issue in Australia. Overall incidence continues to increase. However, the rate at which the incidence is increasing appears to be decreasing.


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%.


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