演講公告

東海大學統計學系學術演講20180417

公告時間:2018-04-16 14:54:19
公告單位:統計學系

 

 

東海大學統計學系學術演講

間:107417日(星期二下午14:10~15:00

點:管理學院新大樓M146

主講人:丘政民   特聘研究員   (中央研究院)

題:A two-stage approach to detecting multiple changepoints for  

       functional data    

Abstract

We introduce a two-stage procedure for identifying multiple changes in the mean functions for a functional data sequence. The first stage searches for all possible changepoints, using the derived global optimality criterion coupled with a local strategy, which are recursively adjusted until convergence. The second stage verifies these changepoints by iteratively testing the unlikely changes to ensure their significance until no more changepoints can be removed. The consistency property of the changepoint estimators and the convergence of the algorithm are proved. The algorithm is conceptually simple and easy to implement and performs better than the binary segmentation-based approach at detecting multiple small changes. We illustrate the method by applying it to detect changes in traffic conditions from real data.

  

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