An exact approach to Bayesian sequential change point detection
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DOI: 10.1016/j.csda.2015.11.010
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- Hongyue Zhu & Hong Jiao & Wei Gao & Xiangbin Meng, 2023. "Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times," Journal of Educational and Behavioral Statistics, , vol. 48(4), pages 490-520, August.
- Eric Ruggieri, 2018. "A pruned recursive solution to the multiple change point problem," Computational Statistics, Springer, vol. 33(2), pages 1017-1045, June.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
- Aviral Kumar Tiwari & Cleiton Guollo Taufemback & Satish Kumar, 2021. "A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 393-402, June.
- Muhammad Rizwan Khan & Biswajit Sarkar, 2019. "Change Point Detection for Airborne Particulate Matter ( PM 2.5 , PM 10 ) by Using the Bayesian Approach," Mathematics, MDPI, vol. 7(5), pages 1-42, May.
- Sanaz Moghim & Mohammad Sina Jahangir, 2022. "Reliability framework for characterizing heat wave and cold spell events," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 112(2), pages 1503-1525, June.
- Song, Chunhe & Jing, Wei & Zeng, Peng & Rosenberg, Catherine, 2017. "An analysis on the energy consumption of circulating pumps of residential swimming pools for peak load management," Applied Energy, Elsevier, vol. 195(C), pages 1-12.
- Rui Qiang & Eric Ruggieri, 2023. "Autocorrelation and Parameter Estimation in a Bayesian Change Point Model," Mathematics, MDPI, vol. 11(5), pages 1-22, February.
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Keywords
Dynamic programming; Exact Bayesian inference; Global temperature anomalies; Multiple change point; Piecewise regression;All these keywords.
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