A BAYESIAN-APPROACH TO RETROSPECTIVE IDENTIFICATION OF CHANGE-POINTS

被引:35
|
作者
BOOTH, NB
SMITH, AFM
机构
[1] UNIV NOTTINGHAM,NOTTINGHAM NG7 2RD,ENGLAND
[2] UNIV LONDON UNIV COLL,LONDON WC1E 6BT,ENGLAND
关键词
D O I
10.1016/0304-4076(82)90048-3
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:7 / 22
页数:16
相关论文
共 50 条
  • [1] A SIMPLE BAYESIAN APPROACH TO MULTIPLE CHANGE-POINTS
    Lai, Tze Leung
    Xing, Haipeng
    [J]. STATISTICA SINICA, 2011, 21 (02) : 539 - 569
  • [2] A Bayesian fusion approach to change-points analysis of processes
    Reboul, S
    Benjelloun, M
    [J]. 2005 7th International Conference on Information Fusion (FUSION), Vols 1 and 2, 2005, : 699 - 704
  • [3] Bayesian identification of outliers and change-points in measurement error models
    Quintana, FA
    Iglesias, PL
    [J]. ADVANCES IN COMPLEX SYSTEMS, 2005, 8 (04): : 433 - 449
  • [4] Bayesian Inventory Management with Potential Change-Points in Demand
    Wang, Zhe
    Mersereau, Adam J.
    [J]. PRODUCTION AND OPERATIONS MANAGEMENT, 2017, 26 (02) : 341 - 359
  • [5] Hybrid Bayesian procedures for automatic detection of change-points
    MacDougall, S
    Nandi, AK
    [J]. JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 1997, 334B (04): : 575 - 597
  • [6] Change-points of linear regression coefficients: Retrospective detection
    Darkhovskii, BS
    [J]. AUTOMATION AND REMOTE CONTROL, 1998, 59 (08) : 1201 - 1204
  • [7] A Simulation Approach for Change-Points on Phylogenetic Trees
    Persing, Adam
    Jasra, Ajay
    Beskos, Alexandros
    Balding, David
    De Iorio, Maria
    [J]. JOURNAL OF COMPUTATIONAL BIOLOGY, 2015, 22 (01) : 10 - 24
  • [8] Change-points and bootstrap
    Gombay, E
    Horváth, L
    [J]. ENVIRONMETRICS, 1999, 10 (06) : 725 - 736
  • [9] BAYESIAN-APPROACH
    LINDLEY, DV
    [J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1978, 5 (01) : 1 - 26
  • [10] Bayesian Model for Multiple Change-Points Detection in Multivariate Time Series
    Harle, Flore
    Chatelain, Florent
    Gouy-Pailler, Cedric
    Achard, Sophie
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2016, 64 (16) : 4351 - 4362