Article
Engineering, Industrial
Zhen Chen, Yaping Li, Di Zhou, Tangbin Xia, Ershun Pan
Summary: This paper proposes a two-phase Gaussian process degradation model with a change-point for products exhibiting two-phase patterns, allowing for parameter estimation and change-point detection, and deriving closed-form distributions for the first passage time and the remaining useful life, effectively capturing the characteristics and trends in degradation paths.
RELIABILITY ENGINEERING & SYSTEM SAFETY
(2021)
Article
Engineering, Industrial
Shiwang Hou, Keming Yu
Summary: This study introduces a new non-parametric cumulative sum (CUSUM) control chart method to monitor arbitrary distribution changes and diagnose detailed change types simultaneously, which outperforms other methods in detecting small changes.
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH
(2021)
Article
Physics, Multidisciplinary
Noa Malem-Shinitski, Cesar Ojeda, Manfred Opper
Summary: In this paper, we propose an extended model to simulate time-continuous point processes with history dependence. The self-effects in our model can be both excitatory and inhibitory, following a Gaussian Process. Compared to previous methods, our formulation allows for flexible model and learning even when data is scarce.
Article
Statistics & Probability
B. Gail Ivanoff, Neville C. Weber
Summary: The paper examines the impact of incorporating an estimator of the change-point when centering the bootstrap blocks and establishes conditions under which the bootstrapped test statistics remain stochastically bounded regardless of the presence of a change.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2022)
Article
Psychology, Mathematical
Jedelyn Cabrieto, Kristof Meers, Evelien Schat, Janne Adolf, Peter Kuppens, Francis Tuerlinckx, Eva Ceulemans
Summary: This paper introduces a package for detecting abrupt changes in multivariate time series, where running statistics are extracted by sliding a window and similarities of running values are evaluated using a Gaussian kernel. Change points are determined by minimizing within-phase variance criterion, with a combination of permutation-based significance test and grid search for the number of change points. The package stands out for its adaptability in uncovering changes in user-selected statistics without imposing distribution on the data.
BEHAVIOR RESEARCH METHODS
(2022)
Article
Statistics & Probability
Joseph Mure
Summary: In this paper, various objective prior distributions for the parameters of Gaussian process models with isotropic correlation kernels were compared. The reference prior distribution was shown to always lead to a proper posterior, with proof provided for specific correlation kernels.
ANNALS OF STATISTICS
(2021)
Article
Statistics & Probability
Tian Tian, Ruihua Cheng, Zhi Wei
Summary: The study discusses the purpose of time-course experiments and introduces a new method to address detection and identification problems, proposing a unified multiple-testing framework based on a Bayesian model.
ANNALS OF APPLIED STATISTICS
(2021)
Article
Physics, Multidisciplinary
Hakon Otneim, Geir Drage Berentsen, Dag Tjostheim
Summary: This study employs a local Gaussian approach to investigate lead-lag relationships and causality in financial indices of ten countries. The findings reveal that the dependence between variables is stronger in the tails than in the center of return distributions, and nonlinear Granger causality tests can detect causality where traditional linear tests fail.
Article
Engineering, Civil
Bochao Zhang, Yuanlai Cui, Junzhe Luo, Jiaer Wang, Bin Liao, Chi Tang
Summary: This study aims to find a better method for analyzing Residence Time Distributions (RTDs) in wetland studies. The existing RTD analysis methods were evaluated and improved using the Rational model. The results showed that effective volume ratio was a preferable indicator compared with the variance of RTD. The stability and accuracy of the moment method and the RTD modeling method were also assessed.
JOURNAL OF HYDROLOGY
(2023)
Article
Chemistry, Multidisciplinary
Jiachi Ye, Yi Wang, Binghong Gao
Summary: This study found that change of direction deficit (CODD) can provide a more accurate assessment of an athlete's change of direction (COD) ability, while change of direction total time (CODTT) is more correlated with linear sprint time. CODD for 180 degrees COD has a higher predictive value for CODTT.
APPLIED SCIENCES-BASEL
(2023)
Article
Mathematics
Weizhong Tian, Liyuan Pang, Chengliang Tian, Wei Ning
Summary: In this paper, the change point of the Kumaraswamy distribution is analyzed using the methods of likelihood ratio test, modified information criterion, and Schwarz information criterion. Simulation experiments are conducted to evaluate the performance of these three methods. The feasibility of the proposed method is illustrated by applying it to a real dataset in the application section.
Article
Engineering, Industrial
Mohammad Sadegh Kazemi, Stergios B. Fotopoulos, Xinchang Wang
Summary: We study revenue management for an online retailer that offers a single product to customers with a time-varying willingness-to-pay (WTP) distribution. We formulate the problem as an optimization model and develop two pricing algorithms to solve the model. Through numerical studies, we illustrate the effectiveness of the proposed algorithms in identifying change points and recommending optimal post-change selling prices. The proposed pricing algorithms significantly reduce the frequency of false change detection and outperform the benchmark pricing algorithm in reducing the retailer's revenue loss.
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS
(2023)
Article
Multidisciplinary Sciences
Fuxiao Li, Mengli Hao, Lijuan Yang
Summary: This study introduces two test statistics for change-point detection in health care data, which are the standardized efficient score vector and the quadratic form of the efficient score vector with a weight function. The research shows that the two methods perform differently at various change-point positions, with consistency and robustness.
Article
Economics
Yan Cui, Jun Yang, Zhou Zhou
Summary: Change point detection in time series has focused on the time domain, but this paper considers potential change points in the state domain of nonlinear time series. A nonparametric procedure is proposed using a density-weighted anti-symmetric kernel function to test the existence of change points. An algorithm is also introduced to estimate the number and locations of change points when they are confirmed to exist. Theoretical results and a real dataset are provided to illustrate the proposed methods.
JOURNAL OF ECONOMETRICS
(2023)
Article
Physics, Multidisciplinary
Jinjun Tang, Chuyun Zhao, Fang Liu, Wei Hao, Fan Gao
Summary: This study examines the spatio-temporal correlation between travel destination and urban built environment using a spatio-temporal Log-Gaussian Cox process model. The results show that the simulated destination positions are highly similar to the observed ones, indicating the effectiveness of the model. This research can provide valuable insights for urban planners and transportation administrators in formulating reasonable policies.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
(2022)
Article
Computer Science, Interdisciplinary Applications
M. Z. Anis, Abhik Ghosh
MATHEMATICS AND COMPUTERS IN SIMULATION
(2015)
Article
Statistics & Probability
Sanku Dey, Josmar Mazucheli, M. Z. Anis
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2017)
Correction
Automation & Control Systems
M. Z. Anis, Md. Tahir
INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY
(2016)
Article
Automation & Control Systems
M. Z. Anis, Md. Tahir
INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY
(2016)
Article
Geosciences, Multidisciplinary
Amlan K. Mollah, Sounak Sadhukhan, Prasun Das, Md. Zafar Anis
INTERNATIONAL JOURNAL OF DISASTER RISK REDUCTION
(2018)
Article
Statistics & Probability
Biswabrata Pradhan, Soumya Roy, Md. Zafar Anis
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
(2014)
Article
Statistics & Probability
Aditi Pal, Murari Mitra, M. Z. Anis
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
(2014)
Article
Computer Science, Interdisciplinary Applications
M. Z. Anis, Kinjal Basu
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
(2014)
Article
Public, Environmental & Occupational Health
Pratyay Manna, Mohammed Zafar Anis, Prasun Das, Soumya Banerjee
Review
Statistics & Probability
Sanku Dey, Devendra Kumar, Mohammed Zafar Anis, Saralees Nadarajah, Idika Okorie
Summary: This article comprehensively reviews nearly 30 transmuted distributions, with real data applications provided for comparison with other distribution classes. The review serves as an important reference and encourages the development of more accurate transmuted distributions for modeling complex phenomena.
JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS
(2021)
Article
Statistics & Probability
Mohammed Zafar Anis, Debsurya De
Article
Engineering, Multidisciplinary
Sanku Dey, Vikas Kumar Sharma, M. Z. Anis, Babita Yadav
INTERNATIONAL JOURNAL OF SYSTEM ASSURANCE ENGINEERING AND MANAGEMENT
(2017)
Article
Statistics & Probability
Amit K. Baral, M. Z. Anis
JOURNAL OF STATISTICAL THEORY AND APPLICATIONS
(2015)
Article
Statistics & Probability
Sanku Dey, Tanujit Dey, M. Z. Anis
JOURNAL OF STATISTICAL THEORY AND PRACTICE
(2015)
