Limit Theorems In Change Point Analysis

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Limit Theorems in Change-Point Analysis

Author : Miklós Csörgö
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Limit Theorems in Change-Point Analysis by : Miklós Csörgö

Download or read book Limit Theorems in Change-Point Analysis written by Miklós Csörgö and published by John Wiley & Sons. This book was released on 1997-12-29 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: Change-point problems arise in a variety of experimental and mathematical sciences, as well as in engineering and health sciences. This rigorously researched text provides a comprehensive review of recent probabilistic methods for detecting various types of possible changes in the distribution of chronologically ordered observations. Further developing the already well-established theory of weighted approximations and weak convergence, the authors provide a thorough survey of parametric and non-parametric methods, regression and time series models together with sequential methods. All but the most basic models are carefully developed with detailed proofs, and illustrated by using a number of data sets. Contains a thorough survey of: The Likelihood Approach Non-Parametric Methods Linear Models Dependent Observations This book is undoubtedly of interest to all probabilists and statisticians, experimental and health scientists, engineers, and essential for those working on quality control and surveillance problems. Foreword by David Kendall

Probability, Statistics and Modelling in Public Health

Author : M.S. Nikulin
Publisher : Springer Science & Business Media
ISBN 13 : 0387260234
Total Pages : 501 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Probability, Statistics and Modelling in Public Health by : M.S. Nikulin

Download or read book Probability, Statistics and Modelling in Public Health written by M.S. Nikulin and published by Springer Science & Business Media. This book was released on 2006-02-10 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Statistics and Modelling in Public Health consists of refereed contributions by expert biostatisticians that discuss various probabilistic and statistical models used in public health. Many of them are based on the work of Marvin Zelen of the Harvard School of Public Health. Topics discussed include models based on Markov and semi-Markov processes, multi-state models, models and methods in lifetime data analysis, accelerated failure models, design and analysis of clinical trials, Bayesian methods, pharmaceutical and environmental statistics, degradation models, epidemiological methods, screening programs, early detection of diseases, and measurement and analysis of quality of life.

Change Point Analysis for Time Series

Author : Lajos Horváth
Publisher : Springer Nature
ISBN 13 : 3031516095
Total Pages : 552 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Change Point Analysis for Time Series by : Lajos Horváth

Download or read book Change Point Analysis for Time Series written by Lajos Horváth and published by Springer Nature. This book was released on with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Change-Point Analysis in Nonstationary Stochastic Models

Author : Boris Brodsky
Publisher : CRC Press
ISBN 13 : 1498755976
Total Pages : 366 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Change-Point Analysis in Nonstationary Stochastic Models by : Boris Brodsky

Download or read book Change-Point Analysis in Nonstationary Stochastic Models written by Boris Brodsky and published by CRC Press. This book was released on 2016-12-12 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.

Robustness and Complex Data Structures

Author : Claudia Becker
Publisher : Springer Science & Business Media
ISBN 13 : 3642354947
Total Pages : 377 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Robustness and Complex Data Structures by : Claudia Becker

Download or read book Robustness and Complex Data Structures written by Claudia Becker and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.

Contemporary Perspectives in Data Mining, Volume 1

Author : Kenneth D. Lawrence
Publisher : IAP
ISBN 13 : 1623960576
Total Pages : 255 pages
Book Rating : 4.6/5 (239 download)

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Book Synopsis Contemporary Perspectives in Data Mining, Volume 1 by : Kenneth D. Lawrence

Download or read book Contemporary Perspectives in Data Mining, Volume 1 written by Kenneth D. Lawrence and published by IAP. This book was released on 2013-04-01 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series, Contemporary Perspectives on Data Mining, is composed of blind refereed scholarly research methods and applications of data mining. This series will be targeted both at the academic community, as well as the business practitioner. Data mining seeks to discover knowledge from vast amounts of data with the use of statistical and mathematical techniques. The knowledge is extracted form this data by examining the patterns of the data, whether they be associations of groups or things, predictions, sequential relationships between time order events or natural groups. Data mining applications are seen in finance (banking, brokerage, insurance), marketing (customer relationships, retailing, logistics, travel), as well as in manufacturing, health care, fraud detection, home-land security, and law enforcement.

Asymptotic Methods in Stochastics

Author : Lajos Horvath and Barbara Szyszkowicz
Publisher : American Mathematical Soc.
ISBN 13 : 9780821871485
Total Pages : 552 pages
Book Rating : 4.8/5 (714 download)

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Book Synopsis Asymptotic Methods in Stochastics by : Lajos Horvath and Barbara Szyszkowicz

Download or read book Asymptotic Methods in Stochastics written by Lajos Horvath and Barbara Szyszkowicz and published by American Mathematical Soc.. This book was released on with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.

Limit Theorems for Randomly Stopped Stochastic Processes

Author : Dmitriĭ Sergeevich Silʹvestrov
Publisher : Springer Science & Business Media
ISBN 13 : 9781852337773
Total Pages : 426 pages
Book Rating : 4.3/5 (377 download)

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Book Synopsis Limit Theorems for Randomly Stopped Stochastic Processes by : Dmitriĭ Sergeevich Silʹvestrov

Download or read book Limit Theorems for Randomly Stopped Stochastic Processes written by Dmitriĭ Sergeevich Silʹvestrov and published by Springer Science & Business Media. This book was released on 2004 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.

Stochastic Models, Statistics and Their Applications

Author : Ansgar Steland
Publisher : Springer
ISBN 13 : 3319138812
Total Pages : 492 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Stochastic Models, Statistics and Their Applications by : Ansgar Steland

Download or read book Stochastic Models, Statistics and Their Applications written by Ansgar Steland and published by Springer. This book was released on 2015-02-04 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Asymptotic Laws and Methods in Stochastics

Author : Donald Dawson
Publisher : Springer
ISBN 13 : 1493930761
Total Pages : 406 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Asymptotic Laws and Methods in Stochastics by : Donald Dawson

Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.

Research Papers in Statistical Inference for Time Series and Related Models

Author : Yan Liu
Publisher : Springer Nature
ISBN 13 : 9819908035
Total Pages : 591 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Research Papers in Statistical Inference for Time Series and Related Models by : Yan Liu

Download or read book Research Papers in Statistical Inference for Time Series and Related Models written by Yan Liu and published by Springer Nature. This book was released on 2023-05-31 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes. The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.

Complexity and Synergetics

Author : Stefan C. Müller
Publisher : Springer
ISBN 13 : 3319643347
Total Pages : 421 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Complexity and Synergetics by : Stefan C. Müller

Download or read book Complexity and Synergetics written by Stefan C. Müller and published by Springer. This book was released on 2017-11-16 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: All of us are confronted with complex phenomena occurring in daily life and in the living and inanimate nature surrounding us. Our scientific curiosity strives to unravel the mechanisms at work to create such complexity. Among various approaches to solve this problem, the field of synergetics, developed by Hermann Haken, has proven very successful as a general and interdisciplinary concept for describing and explaining complex phenomena that appear in systems under non-equilibrium conditions. These comprise dynamical states in evolving systems, spatial structure-forming processes, synchronization of states and regulatory mechanisms, and many other examples. The encompassing concepts have been applied to many disciplines, like physics, chemistry, biology, and beyond those also from synergetics to information theory, brain science, economics, and others. Starting from basic methods of complexity research and synergetics, this volume contains thirty contributions on complex systems that exhibit spontaneous pattern formation far from thermal equilibrium. Written by international experts and young researchers assembled under one roof, this volume reflects state of the art research from a variety of scientific fields and disciplines where complexity theory and synergetics are important or even indispensable tools today and in the future.

Frontiers in Statistical Quality Control 11

Author : Sven Knoth
Publisher : Springer
ISBN 13 : 3319123556
Total Pages : 398 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Frontiers in Statistical Quality Control 11 by : Sven Knoth

Download or read book Frontiers in Statistical Quality Control 11 written by Sven Knoth and published by Springer. This book was released on 2015-04-24 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main focus of this edited volume is on three major areas of statistical quality control: statistical process control (SPC), acceptance sampling and design of experiments. The majority of the papers deal with statistical process control, while acceptance sampling and design of experiments are also treated to a lesser extent. The book is organized into four thematic parts, with Part I addressing statistical process control. Part II is devoted to acceptance sampling. Part III covers the design of experiments, while Part IV discusses related fields. The twenty-three papers in this volume stem from The 11th International Workshop on Intelligent Statistical Quality Control, which was held in Sydney, Australia from August 20 to August 23, 2013. The event was hosted by Professor Ross Sparks, CSIRO Mathematics, Informatics and Statistics, North Ryde, Australia and was jointly organized by Professors S. Knoth, W. Schmid and Ross Sparks. The papers presented here were carefully selected and reviewed by the scientific program committee, before being revised and adapted for this volume.

Theory and Applications of Long-Range Dependence

Author : Paul Doukhan
Publisher : Springer Science & Business Media
ISBN 13 : 9780817641689
Total Pages : 744 pages
Book Rating : 4.6/5 (416 download)

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Book Synopsis Theory and Applications of Long-Range Dependence by : Paul Doukhan

Download or read book Theory and Applications of Long-Range Dependence written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2002-12-13 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.

Multivariate Total Quality Control

Author : Carlo Lauro
Publisher : Springer Science & Business Media
ISBN 13 : 3642487106
Total Pages : 247 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Multivariate Total Quality Control by : Carlo Lauro

Download or read book Multivariate Total Quality Control written by Carlo Lauro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last decades, the production of goods and the offer of services have become quite complex activities mostly because of the markets globalisation, of the continuous push to the innovation and of the constant requests from more and more demanding markets. The main objective of a company system has become the achievement of the quality for the business management cycle. This cycle goes from the design (Plan) to the production (Do), from the control (Check) to the man agement (Action), as well as to the marketing and distribution. Nowadays, the Total Quality of the company system is evaluated, according to the ISO 9000 regulations, in terms of its capacity to adjust the design and the pro duction to the needs expressed (explicitly or implictly) by the final users of a product/service. In this process, the use of statistical techniques is essential not only in the classical approach of Quality Control of a product but also, and most importantly, in the Quality Design oriented to the satisfaction of customers. Thus, Total Quality refers to the global capacity of a company to fit its system to the real needs of its customers by designing products which are able to match the customers' taste and by implementing a statistical control of both the product and the Customer Satisfaction. In such a process of design and evaluation, several statistical variables are involved and with a different nature (numerical, categorical, ordinal).

Applied Data-Centric Social Sciences

Author : Aki-Hiro Sato
Publisher : Springer
ISBN 13 : 4431549749
Total Pages : 293 pages
Book Rating : 4.4/5 (315 download)

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Book Synopsis Applied Data-Centric Social Sciences by : Aki-Hiro Sato

Download or read book Applied Data-Centric Social Sciences written by Aki-Hiro Sato and published by Springer. This book was released on 2014-07-29 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied data-centric social sciences aim to develop both methodology and practical applications of various fields of social sciences and businesses with rich data. Specifically, in the social sciences, a vast amount of data on human activities may be useful for understanding collective human nature. In this book, the author introduces several mathematical techniques for handling a huge volume of data and analysing collective human behaviour. The book is constructed from data-oriented investigation, with mathematical methods and expressions used for dealing with data for several specific problems. The fundamental philosophy underlying the book is that both mathematical and physical concepts are determined by the purposes of data analysis. This philosophy is shown throughout exemplar studies of several fields in socio-economic systems. From a data-centric point of view, the author proposes a concept that may change people’s minds and cause them to start thinking from the basis of data. Several goals underlie the chapters of the book. The first is to describe mathematical and statistical methods for data analysis, and toward that end the author delineates methods with actual data in each chapter. The second is to find a cyber-physical link between data and data-generating mechanisms, as data are always provided by some kind of data-generating process in the real world. The third goal is to provide an impetus for the concepts and methodology set forth in this book to be applied to socio-economic systems.

Data Analysis for Network Cyber-Security

Author : Niall Adams
Publisher : World Scientific
ISBN 13 : 1783263768
Total Pages : 200 pages
Book Rating : 4.7/5 (832 download)

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Book Synopsis Data Analysis for Network Cyber-Security by : Niall Adams

Download or read book Data Analysis for Network Cyber-Security written by Niall Adams and published by World Scientific. This book was released on 2014-02-28 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is increasing pressure to protect computer networks against unauthorized intrusion, and some work in this area is concerned with engineering systems that are robust to attack. However, no system can be made invulnerable. Data Analysis for Network Cyber-Security focuses on monitoring and analyzing network traffic data, with the intention of preventing, or quickly identifying, malicious activity. Such work involves the intersection of statistics, data mining and computer science. Fundamentally, network traffic is relational, embodying a link between devices. As such, graph analysis approaches are a natural candidate. However, such methods do not scale well to the demands of real problems, and the critical aspect of the timing of communications events is not accounted for in these approaches. This book gathers papers from leading researchers to provide both background to the problems and a description of cutting-edge methodology. The contributors are from diverse institutions and areas of expertise and were brought together at a workshop held at the University of Bristol in March 2013 to address the issues of network cyber security. The workshop was supported by the Heilbronn Institute for Mathematical Research. Contents:Inference for Graphs and Networks: Adapting Classical Tools to Modern Data (Benjamin P Olding and Patrick J Wolfe)Rapid Detection of Attacks in Computer Networks by Quickest Changepoint Detection Methods (Alexander G Tartakovsky)Statistical Detection of Intruders Within Computer Networks Using Scan Statistics (Joshua Neil, Curtis Storlie, Curtis Hash and Alex Brugh)Characterizing Dynamic Group Behavior in Social Networks for Cybernetics (Sumeet Dua and Pradeep Chowriappa)Several Approaches for Detecting Anomalies in Network Traffic Data (Céline Lévy-Leduc)Monitoring a Device in a Communication Network (Nicholas A Heard and Melissa Turcotte) Readership: Researchers and graduate students in the fields of network traffic data analysis and network cyber security. Key Features:This book is unique in being a treatise on the statistical analysis of network traffic dataThe contributors are leading researches in the field and will give authoritative descriptions of cutting edge methodologyThe book features material from diverse areas, and as such forms a unified view of network cyber securityKeywords:Network Data Analysis;Cyber Security;Change Detection;Anomaly Detection