Nonparametric Methods in Change Point Problems

Name: Nonparametric Methods in Change Point Problems
Brand: Springer Netherlands
SKU: 9789048142408
Price: 553.26 RON
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Autor: B. E. Brodsky, B. S. Darkhovsky

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Editura: Springer Netherlands

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This volume deals with nonparametric methods of change point (disorder) detection in random processe...

Informații despre carte

Autor

B. E. Brodsky, B. S. Darkhovsky

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

210

EAN

9789048142408

ISBN

9048142407

Enbook ID

01973325

Editura

Springer Netherlands

Greutate

348

Dimensiuni

160 x 240 x 12

Descriere completă

This volume deals with nonparametric methods of change point (disorder) detection in random processes and fields. A systematic account is given of up-to-date developments in this rapidly evolving branch of statistics. It also provides a new approach to change point detection which is characterized by the reduction of change point problems to the more basic problem of mean value change points, and also the implementation of nonparametric statistics which require no a priori information concerning distributions. The book has seven chapters: Chapter 1 presents an account of preliminary considerations. Chapter 2 reviews the current state-of-the-art. Chapters 3 and 4 -- the major chapters of the book -- consider a posteriori change point problems and sequential change point detection problems, respectively. Chapter 5 discusses disorder detection of random fields, and Chapter 6 deals with applications in such diverse areas as geophysics, control systems and the analysis of historical texts. The volume concludes with a chapter devoted to new results, proofs and some technical details including an overview of a computer program package which has been developed for a posteriori change point detection. For researchers in the statistics and probability of random processes, this volume will also be of interest to specialists in control theory, engineering, systems analysis and cybernetics.

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