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7 views

Comparison of means between two groups using additional information

I would be glad if you help me with at least one of the questions. General question: there are two groups, sampled from normal distributions with only two means (one for each group) and different ...
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0answers
33 views

R. Change som data points (In one column I want to change all the 0's to1) [closed]

I have a dataset in R. In one column I want to change all the 0's to 1. How do I do that. Some kind of 'if' loop I suppose?
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0answers
19 views

Change Point Analysis for Bucketing

I have two variables, say price and quantity. Quantity is discrete and for each quantity I have one single price: ...
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0answers
9 views

Online Non-stationary Plateau Detection

I need to detect plateaus in time series data online (only using previous data). I only know that plateaus should exist. I plan to use a fixed window moving average and define plateau detection as the ...
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0answers
50 views

Sequential data change detection

I have researched questions like Change detection algorithm - likelihood ratio and Change detection for beginners but I am not sure how they apply to my problem I have a time series of data (X) as ...
0
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0answers
13 views

why 'bcp' function (change point) gives no result if sample too small

I'm using the 'bcp' package (bayesian change point) to detect changes in a time serie. I work with quite small datasets, between 12 and 36 observations. The bcp function provides an estimate of the ...
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0answers
11 views

Chow test with three breaks

I am doing a Chow test on data with three breaks. I have dummies group1 group2 group3 and group4 and exchange1 exchange2 exchange3 exchange4, which is what I'm regressing. After I regress it, do I ...
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0answers
12 views

Identifying Changepoints in Learning Data

I have a "changepoint" problem that I do not understand. The data for my MWE comes from one human player as s/he played the same video game for 31 one-hour sessions (no more than one session per ...
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0answers
34 views

How do I find multiple change points in an online dataset?

I am trying to develop a Python based script connected to a SQLite3 database to identify distinct system changepoints in an "online" datastream. Changepoint must be identified in less than 2 minutes ...
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1answer
74 views

Basic modeling question with time series as covariate

I have a dataset with a bunch of entities (patients) and for each of these entities I have: A binary outcome specific to each entity (i.e. outcome does not vary in time) Some static predictors ...
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0answers
31 views

MCMC Metropolis change point process

Let $y_i \sim N(\mu_1,1)$ for $1\leq i\leq k$ and $y_i \sim N(\mu_2,1)$ for $k+1\leq i\leq 250$. Variances are set to 1 to keep things simple and 250 is the sample size. I want to apply a Metropolis ...
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0answers
21 views

Changepoint detection for known possible timepoints

My data is a stream of binary results, and I would like to detect whether or not the mean has changed as this data arrives. I know changepoint detection is a way to do this while minimizing the danger ...
2
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3answers
99 views

On-line detection of changing in a time series

I would like to know what is the best approach to detect on-line the occurrences of a new steps or changes in a time series. I've attached a picture of the time series I'm talking about. I would be ...
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0answers
165 views

Change point detection with Matlab

I'd like to detect changes in mean in time series data. I've been using R successfully with the ecp (cp3o) and BreakoutDetection libraries. I need to transfer my code from R to Matlab and are therefor ...
0
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1answer
73 views

Interpretation of Multiple Change point results and graph for offline analysis in R

Using the changepoint R package to detect and estimate multiple change points with non-normality assumption for mean with the following codes ...
2
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0answers
38 views

Change detection in 2D data

I have a 2D data set in which I wish to detect changes as a function of time. The x-ordinate is detector position, and the y-ordinate is time. The z-ordinate is either 0 or 1, showing the absence or ...
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1answer
170 views

Estimate number of breakpoints in regression

I've been playing around with the package strucchange (and to some extent segmented) in R. I'm trying to determine whether there ...
2
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0answers
30 views

Measurements: Calculate start of gradient

let's assume you have 1000 measurements (temperature in this case), all having a similar shape. It's a temperature profile inside a production line measured by a reference block mounted with ...
1
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1answer
78 views

What is the best way to find change points in empirical power law distributions?

I'm looking at some data that conform reasonably well to a continuous power law distribution, according to a Kolmogorov-Smirnov test that compares the estimated power-law fit to the data (per Clauset, ...
2
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0answers
41 views

Nonparametric changepoint detection for a point process

I have a bunch of point processes that are generated by some unknown model. There is a marked pause that seems to begin and end at the same time in each process. I would like to measure this pause. I ...
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0answers
9 views

Deriving conditional distributions for a normally distributed change point problem

So, considering the change point problem of $y_i \left\{ \begin{array}{ll} y_i \tilde{~} N(u_1, \sigma) & i=1,..,t \\ y_i \tilde{~} N(u_2,\sigma) & i= t+1,...,n \\ \end{array} ...
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0answers
55 views

How can I model such count data with underdispersion

Here is an example of my data: 2 6 4 5 2 5 4 4 2 3 3 5 5 6 5 6 15 19 16 9 14 14 11 10 6 4 2 In my assumption, the sequence can be separated into regimes, for instance, 2 6 4 5..6 6 5 6 belong to the ...
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1answer
38 views

Change detection in trending degradation data

I'm working with degradation data and are trying do use change detection methods to detect repairs. Since I'm looking for repairs I'm only interested in positive changes. Between the repairs the data ...
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0answers
49 views

OpenBUGS example: Stagnant, a changepoint problem and an illustration of how NOT to do MCMC! - Why is the second parameterization better?

I am working on an Bayesian problem from an OpenBugs example: Stagnant, a changepoint problem and an illustration of how NOT to do MCMC!. This is a changepoint problem. Basically we assume a model ...
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0answers
30 views

Is there a relationship between confidence intervals and change point detection criteria?

I'm trying to use both forecasting and change point detection on a regression model, i.e. I want to see the forecasts of the regression model (package forecast) and run an "online" change point ...
2
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1answer
314 views

Is E-Divisive with Medians (the Twitter BreakoutDetection algo) robust and efficient?

There are quite a few algorithms to detect changepoints, outliers, mean shifts, trend shifts etc. out there. Recently I've stumbled upon BreakoutDetection and while it's new and shiny I'd like to know ...
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2answers
243 views

R package changepoint, does this make any sense?

I am testing the R package changepoint, and the results are strange. Here is my code: ...
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0answers
84 views

Understanding Chib (1998) Bayesian multiple changepoint model

Ungated link to the paper Chib, S. (1998). Estimation and comparison of multiple change-point models. Journal of Econometrics, 86(2), 221–241. doi:10.1016/S0304-4076(97)00115-2 The context of the ...
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3answers
107 views

Change Point Analysis for Environmental Data

Does anyone know of somewhere with resources on using change point analysis for determining environmental threshold values? Let me emphasize that this is NOT time series data. Change point analysis is ...
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4answers
1k views

Detecting changes in time series (R example)

I would like to detect changes in time series data, which usually has the same shape. So far I've worked with the changepoint package for R and the ...
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2answers
123 views

Detecting if samples belong to a given distribution

I am a networking person and I am trying to use statistical methods for a problem I am facing, so I would appreciate any help or pointers. I have users that access the medium, but in case 2 or more ...
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0answers
63 views

Change point analysis along an environmental gradient

I am looking at environmental data - habitat scores and stream conductivity (water quality measure) and looking to do some change point analysis in a set of 178 observations. As opposed to a more ...
2
votes
1answer
172 views

Is this a job for mixture of experts regression or semi-hidden markov models or something else?

Data I have several thousand timeseries each comprising around 365 data points. Browsing through a few of them, it looks like each timeseries consists of several regimes (different number f regimes ...
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2answers
194 views

What can be inferred from a short multivariate time series?

I have annual observations of 24 variables over 10 years, and I would like to identify evidence of structural change (regime shift). The data pertain to university enrollment & spending, so I ...
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1answer
32 views

Correlation on ordered subset

Imagine a hypothetical scenario in which a ball is thrown along a straight line. During flight, the position is continually sampled; however, at some distance, the sampling fails and only noise is ...
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1answer
114 views

Maximizing Log-Likelihood Estimation for Changepoint Detection

I'm trying to code the changepoint detection algo described here: ...
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5answers
459 views

How to characterize abrupt change?

This question may be too basic. For a temporal trend of a data, I would like to find out the point where "abrupt" change happens. For example, in the first figure shown below, I would like to find out ...
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1answer
142 views

Detecting a step change in time ordered data

Suppose I have data which looks like this: ...
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0answers
170 views

Where can I find resources to learn about change-point analysis ?

Where can I find resources to learn about change-point analysis ? Hopefully, someone can advise me a textbook to read and it will cover both univariate change-point analysis and multivariate ...
3
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1answer
109 views

Analyzing change in categorical data with age

I have data in an excel spreadsheet of around 500 participants in a taste experiment. The data includes the age of the participant, in addition to one of five locations on their tongue in which they ...
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0answers
65 views

Detecting changepoint in ratio of rates of two Poisson processes

I'm interested in a changepoint detection problem of the following scenario: Consider two Poisson processes for which we have the event times. I'm interested in detecting a change in the relative ...
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1answer
339 views

How do I detect state change in multivariate time series?

I have a multivariate time series . For each row in the data we have the values of inputs and a label for stability (0 or 1 ) . What are the algorithms that can detect the stability for an unlabelled ...
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4answers
226 views

find the point at which the curve significantly shoots up

so this is getting a little complex for me and hope someone can help me out. I do not have a mathematical background. I have a time series of daily rainfall for 50 years for a particular location. ...
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0answers
143 views

Multiple Hypothesis testing correction on non-independent data

Consider a vector $X_i$ with $i \in [1,N]$. Let us say that you divide the vector into two $X_{i}'$ with $i \in [1,j]$ and $X_i''$ with $i \in [j+1, N]$ for several $j$; then for each pair of ...
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2answers
697 views

Changepoints in R

I have the following dataset: ...
3
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1answer
569 views

required: good and straightforward method to detect change points in dependent univariate time series using r

I know that there are many related threads, packages and papers. Currently I`m reading through many of them. However, I don't plan to dig too deeply into this topic. I need a sound method that works ...
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3answers
312 views

Understanding factor potentials in PyMC

I'm trying to understand factor potentials from the PyMC documentation, but need some help on the implementation piece--or it may turn out that I am misunderstanding how potentials work altogether. ...
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0answers
254 views

Estimating break point in a broken stick / piecewise linear model for one variable while including other as model terms

I am interested in estimating a break point in response to one explanatory variable, while also including other variables as terms in the linear model. One reason to include additional terms is to ...
4
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2answers
105 views

Checking that values are piecewise uniform

I have a set of values and I wish to check if they are piecewise uniform. I hope I'm using the correct terms, but I'll explain what I mean. Consider the following values - 100,105,100,103,98. We ...
1
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1answer
174 views

Change detection for beginners

I've seen Change detection algorithm - likelihood ratio but I am afraid my question is more basic. I have a sequence $(x_j)_{j=1..N}$ of random observations. I know, these observations are not all ...