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Full-Text Articles in Physical Sciences and Mathematics
Bayesian Change Point Detection In Segmented Multi-Group Autoregressive Moving-Average Data For The Study Of Covid-19 In Wisconsin, Russell Latterman
Bayesian Change Point Detection In Segmented Multi-Group Autoregressive Moving-Average Data For The Study Of Covid-19 In Wisconsin, Russell Latterman
Theses and Dissertations
Changepoint detection involves the discovery of abrupt fluctuations in population dynamics over time. We take a Bayesian approach to estimating points in time at which the parameters of an autoregressive moving average (ARMA) change, applying a Markov chain Monte Carlo method. We specifically assume that data may originate from one of two groups. We provide estimates of all multi-group parameters of a model of this form for both simulated and real-world data sets. We include a provision to resolve the problem of confounding ARMA parameter estimates and variance of segment data. We apply our model to identify points in time …
Estimating Treatment Effect On Medical Cost And Examining Medical Cost Trajectory Using Splines And Change Point Techniques., Indranil Ghosh
Estimating Treatment Effect On Medical Cost And Examining Medical Cost Trajectory Using Splines And Change Point Techniques., Indranil Ghosh
Electronic Theses and Dissertations
In the world of growing medical needs, other than the clinical outcomes, the cost of healthcare is one of the important aspects to evaluate. The cost of treatment could act as a decisive factor on which one to choose from two equally likely effective treatment options. In literature, the most used quantity for the cost of treatment is cumulative lifetime cost since the diagnosis of a disease. While it provides a bird' eye view of the treatment cost, it fails to capture the underlying pattern of the treatment cost trajectory. We developed a marginal structural functional model (MSFM) using an …
The Sensitivity Of A Test Based On Spearman's Rho In Cross-Correlation Change Point Problems, Congjian Liu
The Sensitivity Of A Test Based On Spearman's Rho In Cross-Correlation Change Point Problems, Congjian Liu
Electronic Theses and Dissertations
In change point problems, there are three main questions that researchers are interested in. First of all, is there a change point or not? Second, when does the change point occur in a time series? Third, how quickly can we detect the change point? In this thesis, we first explain what a change point is, and what a cross-correlation is. We then discuss prior research in this area. Then we discuss and examine a test based on Spearman's rho, introduced by Wied and Dehling (2011), which tests the null hypothesis of no change point, and compare the change point we …