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Bayesian Changepoints Detection for the Power Law Process with Binary Segmentation Procedures
- Issue Date
- Aug-2005
- Publisher
- 한국통계학회
- Keywords
- Binary segmentation; Changepoint; Model selection; Intrinsic prior; Power lawprocess; Binary segmentation; Changepoint; Model selection; Intrinsic prior; Power lawprocess
- Citation
- Communications for Statistical Applications and Methods, v.12, no.2, pp 483 - 496
- Pages
- 14
- Indexed
- SCOPUS
KCI
- Journal Title
- Communications for Statistical Applications and Methods
- Volume
- 12
- Number
- 2
- Start Page
- 483
- End Page
- 496
- ISSN
- 2287-7843
- Abstract
- We consider the power law process which is assumed to have multiple changepoints. We propose a binary segmentation procedure for locating all existing changepoints. We select one model betwen the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure until no more changepoints are found. Then we carry out a multiple test based on the Bayes factor through the intrinsic priors of Berger and Pericchi (1996) to investigate system behaviour of failure times. We demonstrate our procedure with a real dataset and some simulated datasets.
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Related Researcher
- Kim, Seong Wook
- ERICA 소프트웨어융합대학 (ERICA 수리데이터사이언스학과)