Bayesian Time Series Models

Bayesian Time Series Models
Author: David Barber
Publisher: Cambridge University Press
Total Pages: 432
Release: 2011-08-11
Genre: Computers
ISBN: 0521196760

The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.

Parametric Statistical Change Point Analysis

Parametric Statistical Change Point Analysis
Author: Jie Chen
Publisher: Springer Science & Business Media
Total Pages: 190
Release: 2013-11-11
Genre: Mathematics
ISBN: 1475731310

Recently there has been a keen interest in the statistical analysis of change point detec tion and estimation. Mainly, it is because change point problems can be encountered in many disciplines such as economics, finance, medicine, psychology, geology, litera ture, etc. , and even in our daily lives. From the statistical point of view, a change point is a place or time point such that the observations follow one distribution up to that point and follow another distribution after that point. Multiple change points problem can also be defined similarly. So the change point(s) problem is two fold: one is to de cide if there is any change (often viewed as a hypothesis testing problem), another is to locate the change point when there is a change present (often viewed as an estimation problem). The earliest change point study can be traced back to the 1950s. During the fol lowing period of some forty years, numerous articles have been published in various journals and proceedings. Many of them cover the topic of single change point in the means of a sequence of independently normally distributed random variables. Another popularly covered topic is a change point in regression models such as linear regres sion and autoregression. The methods used are mainly likelihood ratio, nonparametric, and Bayesian. Few authors also considered the change point problem in other model settings such as the gamma and exponential.

Evaluating Climate Change Impacts

Evaluating Climate Change Impacts
Author: Vyacheslav Lyubchich
Publisher: CRC Press
Total Pages: 395
Release: 2020-10-06
Genre: Mathematics
ISBN: 1351190822

Evaluating Climate Change Impacts discusses assessing and quantifying climate change and its impacts from a multi-faceted perspective of ecosystem, social, and infrastructure resilience, given through a lens of statistics and data science. It provides a multi-disciplinary view on the implications of climate variability and shows how the new data science paradigm can help us to mitigate climate-induced risk and to enhance climate adaptation strategies. This book consists of chapters solicited from leading topical experts and presents their perspectives on climate change effects in two general areas: natural ecosystems and socio-economic impacts. The chapters unveil topics of atmospheric circulation, climate modeling, and long-term prediction; approach the problems of increasing frequency of extreme events, sea level rise, and forest fires, as well as economic losses, analysis of climate impacts for insurance, agriculture, fisheries, and electric and transport infrastructures. The reader will be exposed to the current research using a variety of methods from physical modeling, statistics, and machine learning, including the global circulation models (GCM) and ocean models, statistical generalized additive models (GAM) and generalized linear models (GLM), state space and graphical models, causality networks, Bayesian ensembles, a variety of index methods and statistical tests, and machine learning methods. The reader will learn about data from various sources, including GCM and ocean model outputs, satellite observations, and data collected by different agencies and research units. Many of the chapters provide references to open source software R and Python code that are available for implementing the methods.

Nonparametric Methods in Change Point Problems

Nonparametric Methods in Change Point Problems
Author: E. Brodsky
Publisher: Springer Science & Business Media
Total Pages: 228
Release: 1993-01-31
Genre: Mathematics
ISBN: 9780792321224

The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re quirements concerning the reliability of statistical decisions, the accuracy of math ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.

Inference for Change Point and Post Change Means After a CUSUM Test

Inference for Change Point and Post Change Means After a CUSUM Test
Author: Yanhong Wu
Publisher: Springer Science & Business Media
Total Pages: 164
Release: 2007-12-29
Genre: Mathematics
ISBN: 0387262695

The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters.

Advancing Socio-grammatical Variation and Change

Advancing Socio-grammatical Variation and Change
Author: Karen V. Beaman
Publisher: Routledge
Total Pages: 443
Release: 2020-08-26
Genre: Language Arts & Disciplines
ISBN: 1000092704

This groundbreaking collection showcases Jenny Cheshire’s influential work in bringing greater attention to quantitative analysis of socio-grammatical variation and builds upon her contributions with new lines of inquiry pushing sociolinguistic research forward. Featuring contributions from leading experts in the field, the volume is structured in six parts with a particular focus on syntactic, morpho-syntactic, and discourse-pragmatic variation and change, each section turning a lens on a different aspect of socio-grammatical variation. The first sections of the volume focus on the role of structure, its relevance for sociolinguistic production and perception and the impact of social structure on formal structure. Two sections look at the interface of variationist research with other aspects of linguistic research, including generative syntax and discourse-pragmatic features. The final sections consider the importance of integrating broader external factors in socio-grammatical variation, exploring the impact of interactional pressures in the sociolinguistic environment and the role of multi-ethnic contact varieties. Taken together, this volume demonstrates the critical role of socio-grammatical variation in our understanding of language change as a holistic process.

Change-Point Analysis in Nonstationary Stochastic Models

Change-Point Analysis in Nonstationary Stochastic Models
Author: Boris Brodsky
Publisher: CRC Press
Total Pages: 366
Release: 2016-12-12
Genre: Mathematics
ISBN: 1498755976

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.

Hurricanes and Climate Change

Hurricanes and Climate Change
Author: James B. Elsner
Publisher: Springer Science & Business Media
Total Pages: 425
Release: 2010-01-23
Genre: Science
ISBN: 0387094105

Recent studies suggest that tropical cyclones are more powerful than in the past with the most dramatic increase in the North Atlantic. The increase is correlated with an increase in ocean temperature. A debate concerns the nature of these increases with some scientists attributing them to a natural climate fluctuation and others suggesting climate change related to anthropogenic increases in forcing from greenhouse gases. A Summit on Hurricanes and Climate Change was held during the spring of 2007 on the island of Crete that brought together leading academics and researchers on both sides of the scientific debate to discuss new research and express opinions about what will happen in the future with regard to hurricane activity. This proceedings volume highlights the state-of-the-science research into various aspects of the hurricane-climate connection. It is likely that the science presented here will lead to new research that will help answer crucial questions about our sustainable future.