Change Point Analysis In Nonstationary Stochastic Models

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.

This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.

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.

This book is about building platforms for pandemic prediction. It provides an overview of probabilistic prediction for pandemic modeling based on a data-driven approach. It also provides guidance on building platforms with currently available technology using tools such as R, Shiny, and interactive plotting programs. The focus is on the integration of statistics and computing tools rather than on an in-depth analysis of all possibilities on each side. Readers can follow different reading paths through the book, depending on their needs. The book is meant as a basis for further investigation of statistical modelling, implementation tools, monitoring aspects, and software functionalities. Features: A general but parsimonious class of models to perform statistical prediction for epidemics, using a Bayesian approach Implementation of automated routines to obtain daily prediction results How to interactively visualize the model results Strategies for monitoring the performance of the predictions and identifying potential issues in the results Discusses the many decisions required to develop and publish online platforms Supplemented by an R package and its specific functionalities to model epidemic outbreaks The book is geared towards practitioners with an interest in the development and presentation of results in an online platform of statistical analysis of epidemiological data. The primary audience includes applied statisticians, biostatisticians, computer scientists, epidemiologists, and professionals interested in learning more about epidemic modelling in general, including the COVID-19 pandemic, and platform building. The authors are professors at the Statistics Department at Universidade Federal de Minas Gerais. Their research records exhibit contributions applied to a number of areas of Science, including Epidemiology. Their research activities include books published with Chapman and Hall/CRC and papers in high quality journals. They have also been involved with academic management of graduate programs in Statistics and one of them is currently the President of the Brazilian Statistical Association.

This book highlights a broad range of modern information technology tools, techniques, investigations and open challenges, mainly with applications in systems research and computational physics. Divided into three major sections, it begins by presenting specialized calculation methods in the framework of data analysis and intelligent computing. In turn, the second section focuses on application aspects, mainly for systems research, while the final section investigates how various tasks in the basic disciplines—mathematics and physics—can be tackled with the aid of contemporary IT methods. The book gathers selected presentations from the 3rd Conference on Information Technology, Systems Research and Computational Physics (ITSRCP'18), which took place on 2–5 July 2018 in Krakow, Poland. The intended readership includes interdisciplinary scientists and practitioners pursuing research at the interfaces of information technology, systems research, and computational physics.

This book constitutes the proceedings of the third International Conference on Data Stream and Mining and Processing, DSMP 2020, held in Lviv, Ukraine*, in August 2020. The 36 full papers presented in this volume were carefully reviewed and selected from 134 submissions. The papers are organized in topical sections of ​hybrid systems of computational intelligence; machine vision and pattern recognition; dynamic data mining & data stream mining; big data & data science using intelligent approaches. *The conference was held virtually due to the COVID-19 pandemic.

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

Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.