20 Nonparametric methods for changepoint problems

Csörgő, Miklós; Horváth, Lajos

doi:10.1016/s0169-7161(88)07022-1

Cited by 80 publications

(48 citation statements)

References 34 publications

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“…The problem in question is known by a variety of names ( Table 2) [12][13][14][15][16][17][18][19][20][21][22][23][24][25][26][27]. Computer analysis [28][29][30][31], elimination of outliers [32,33], and confidence limits for the abscissa [22,34,35] have been subject to study.…”

Section: Independent Values Of Chemical Quantities Expressed In Si Unmentioning

confidence: 99%

Intersecting Straight Lines: Titrimetric Applications

Martín¹,

Martin²,

Asuero³

2017

Advances in Titration Techniques

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Plotting two straight line graphs from the experimental data and determining the point of their intersection solve a number of problems in analytical chemistry (i.e., potentiometric and conductometric titrations, the composition of metal-chelate complexes and binding interactions as ligand-protein). The relation between conductometric titration and the volume of titrant added leads to segmented linear titration curves, the endpoint being defined by the intersection of the two straight line segments. The estimation of the statistical uncertainty of the end point of intersecting straight lines is a topic scarcely treated in detail in a textbook or specialized analytical monographs. For this reason, a detailed treatment with that purpose in mind is addressed in this book chapter. The theoretical basis of a variety of methods such as first-order propagation of variance (random error propagation law), Fieller's theorem and two approaches based on intersecting confidence bands are explained in detail. Several experimental systems described in the literature are the subject of study, with the aim of gaining knowledge and experience in the application of the possible methods of uncertainty estimation. Finally, the developed theory has been applied to the conductivity measurements in triplicate in the titration of a mixture of hydrochloric acid and acetic acid with potassium hydroxide.

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Section: Independent Values Of Chemical Quantities Expressed In Si Unmentioning

confidence: 99%

Intersecting Straight Lines: Titrimetric Applications

Martín¹,

Martin²,

Asuero³

2017

Advances in Titration Techniques

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“…Following the literature on change point detection (see for e.g. [11] or [4]), the model proposed by Benassi and Deguy is At Most One Change (AMOC), whether this of Bardet and Bertrand admits a spectral density with More Than One Change. It is well known in the statistical community working on abrupt change detection that there is a gap between AMOC and More Than One Change problems.…”

Section: The Multi-scale Fractional Brownian Motionmentioning

confidence: 99%

Lacunary Fractional Brownian Motion

Clausel

2012

ESAIM: PS

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“…As alter- natives, non-parametric methods such as kernel density estimation (Csörgö and Horváth, 1988;Brodsky and Darkhovsky, 1993) are designed with no particular parametric assumption. However, they tend to be less accurate in high-dimensional problems because of the so-called curse of dimensionality (Bellman, 1961;Vapnik, 1998).…”

Section: Introductionmentioning

confidence: 99%

Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation

Liu

Yamada

Collier

et al. 2012

Lecture Notes in Computer Science

111

218

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The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical changepoint detection algorithm based on non-parametric divergence estimation between time-series samples from two retrospective segments. Our method uses the relative Pearson divergence as a divergence measure, and it is accurately and efficiently estimated by a method of direct density-ratio estimation. Through experiments on artificial and real-world datasets including human-activity sensing, speech, and Twitter messages, we demonstrate the usefulness of the proposed method.

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20 Nonparametric methods for changepoint problems

Cited by 80 publications

References 34 publications

Intersecting Straight Lines: Titrimetric Applications

Intersecting Straight Lines: Titrimetric Applications

Lacunary Fractional Brownian Motion

Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation

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