Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
This article considers changepoint detection in serially correlated categorical time series. While changepoint aspects in correlated sequences of continuous random variables have been extensively explored in the literature, changepoint methods for independent categorical time series are only now coming into vogue. This study extends changepoint methods by developing techniques for correlated categorical time series. Here, a cumulative sum type test is devised to test for a single changepoint in a correlated categorical data sequence. Our categorical series is constructed from a latent Gaussian process through clipping techniques. A sequential parameter estimation method is proposed to estimate the parameters in this model. The methods are illustrated via simulations and applied to a real categorized rainfall time series from Albuquerque, New Mexico.
This article considers changepoint detection in serially correlated categorical time series. While changepoint aspects in correlated sequences of continuous random variables have been extensively explored in the literature, changepoint methods for independent categorical time series are only now coming into vogue. This study extends changepoint methods by developing techniques for correlated categorical time series. Here, a cumulative sum type test is devised to test for a single changepoint in a correlated categorical data sequence. Our categorical series is constructed from a latent Gaussian process through clipping techniques. A sequential parameter estimation method is proposed to estimate the parameters in this model. The methods are illustrated via simulations and applied to a real categorized rainfall time series from Albuquerque, New Mexico.
Changepoint detection in autocorrelated ordinal categorical time series
Environmetrics ; 33
01.11.2022
22 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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