کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9741761 | 1489780 | 2005 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Spatio-temporal change-point modeling
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Spatio-temporal change-point modeling Spatio-temporal change-point modeling](/preview/png/9741761.png)
چکیده انگلیسی
There is by now a substantial literature on spatio-temporal modeling. However, to date, there exists essentially no literature which addresses the issue of process change from a certain time. In fact, if we look at change points for purely time series data, the customary form is to propose a model involving a mean or level shift. We see little attempting to capture a change in association structure. Part of the concern is how to specify flexible ways to bridge the association across the time point and still ensure that a proper joint distribution has been defined for all of the data. Introducing a spatial component evidently adds further complication. We want to allow for a change-point reflecting change in both temporal and spatial association. In this paper we propose a constructive, flexible model formulation through additive specifications. We also demonstrate how computational concerns benefit from the availability of temporal order. Finally, we illustrate with several simulated datasets to examine the capability of the model to detect different types of structural changes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 149-166
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 149-166
نویسندگان
Anandamayee Majumdar, Alan E. Gelfand, Sudipto Banerjee,