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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51848


    Title: A binary tree algorithm on change points detection
    Authors: Fan,TH;Hsieh,HJ;Lee,HH
    Contributors: 統計研究所
    Keywords: REGRESSION-MODELS;RANDOM-VARIABLES;SEQUENCE;NUMBER;TESTS
    Date: 2011
    Issue Date: 2012-03-27 19:07:36 (UTC+8)
    Publisher: 國立中央大學
    Abstract: In this paper, an algorithm using binary trees is developed to detect the change points of a data set in which the data are assumed to be normally distributed. Usual BIC-type criteria are considered in the binary searching procedures when the number of change points is unknown. The algorithm is also extended to the switching regression models. Simulation study confirms that our algorithm is efficient compared with the ML-method. A real data example also verifies that the proposed procedure is appropriate.
    Relation: QUALITY & QUANTITY
    Appears in Collections:[統計研究所] 期刊論文

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