دورية أكاديمية
Structural change detection in ordinal time series.
| العنوان: | Structural change detection in ordinal time series. |
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| المؤلفون: | Fuxiao Li, Mengli Hao, Lijuan Yang |
| المصدر: | PLoS ONE, Vol 16, Iss 8, p e0256128 (2021) |
| بيانات النشر: | Public Library of Science (PLoS), 2021. |
| سنة النشر: | 2021 |
| المجموعة: | LCC:Medicine LCC:Science |
| مصطلحات موضوعية: | Medicine, Science |
| الوصف: | Change-point detection in health care data has recently obtained considerable attention due to the increased availability of complex data in real-time. In many applications, the observed data is an ordinal time series. Two kinds of test statistics are proposed to detect the structural change of cumulative logistic regression model, which is often used in applications for the analysis of ordinal time series. One is the standardized efficient score vector, the other one is the quadratic form of the efficient score vector with a weight function. Under the null hypothesis, we derive the asymptotic distribution of the two test statistics, and prove the consistency under the alternative hypothesis. We also study the consistency of the change-point estimator, and a binary segmentation procedure is suggested for estimating the locations of possible multiple change-points. Simulation results show that the former statistic performs better when the change-point occurs at the centre of the data, but the latter is preferable when the change-point occurs at the beginning or end of the data. Furthermore, the former statistic could find the reason for rejecting the null hypothesis. Finally, we apply the two test statistics to a group of sleep data, the results show that there exists a structural change in the data. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 1932-6203 |
| Relation: | https://doaj.org/toc/1932-6203 |
| DOI: | 10.1371/journal.pone.0256128 |
| URL الوصول: | https://doaj.org/article/f4b1d3de2ac54d2888b4f52fbc457dbd |
| رقم الأكسشن: | edsdoj.f4b1d3de2ac54d2888b4f52fbc457dbd |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 19326203 |
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| DOI: | 10.1371/journal.pone.0256128 |