# An algorithm for a new method of change-point analysis in the independent Poisson sequence

Chihiro Hirotsu; Harukazu Tsuruta

Biometrical Letters (2017)

- Volume: 54, Issue: 1, page 1-24
- ISSN: 1896-3811

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topChihiro Hirotsu, and Harukazu Tsuruta. "An algorithm for a new method of change-point analysis in the independent Poisson sequence." Biometrical Letters 54.1 (2017): 1-24. <http://eudml.org/doc/288448>.

@article{ChihiroHirotsu2017,

abstract = {Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however, newly developed and a Pascal program is given in the Appendix. These methods are extended to the slope change-point model in Section 3. The approach is essentially the same as that of Section 2 but the algorithm is now based on the second-order Markov property and becomes a little more complicated. The Pascal program related to the slope change-point model is supported on the website, URL: https://corec.meisei-u.ac.jp/labs/hirotsu/.},

author = {Chihiro Hirotsu, Harukazu Tsuruta},

journal = {Biometrical Letters},

keywords = {Convexity hypothesis; Markov property; Monotone hypothesis; Slope change point model; Step change point model},

language = {eng},

number = {1},

pages = {1-24},

title = {An algorithm for a new method of change-point analysis in the independent Poisson sequence},

url = {http://eudml.org/doc/288448},

volume = {54},

year = {2017},

}

TY - JOUR

AU - Chihiro Hirotsu

AU - Harukazu Tsuruta

TI - An algorithm for a new method of change-point analysis in the independent Poisson sequence

JO - Biometrical Letters

PY - 2017

VL - 54

IS - 1

SP - 1

EP - 24

AB - Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however, newly developed and a Pascal program is given in the Appendix. These methods are extended to the slope change-point model in Section 3. The approach is essentially the same as that of Section 2 but the algorithm is now based on the second-order Markov property and becomes a little more complicated. The Pascal program related to the slope change-point model is supported on the website, URL: https://corec.meisei-u.ac.jp/labs/hirotsu/.

LA - eng

KW - Convexity hypothesis; Markov property; Monotone hypothesis; Slope change point model; Step change point model

UR - http://eudml.org/doc/288448

ER -

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