Bayesian Changepoints Detection for the Power Law Process with Binary Segmentation Procedures
- Authors
- 김현수; 김성욱; 장학진
- 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
- Indexed
- SCOPUS
KCI
- Journal Title
- Communications for Statistical Applications and Methods
- Volume
- 12
- Number
- 2
- Start Page
- 483
- End Page
- 496
- URI
- https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/46300
- 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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Collections - COLLEGE OF SCIENCE AND CONVERGENCE TECHNOLOGY > ERICA 수리데이터사이언스학과 > 1. Journal Articles
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