Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation

DOI10.1214/19-AOAS1242zbMath1433.62329MaRDI QIDQ2281194

Tailen Hsing, Jeng-Min Chiou, Yu-Ting Chen

Publication date: 19 December 2019

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoas/1571277759

zbMATH Keywords

projectionsegmentationcovariance operatorfunctional principal componentchangepoint analysisdynamic segmentation and backward elimination (DSBE)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30) Traffic problems in operations research (90B20)

Related Items (6)

White noise testing for functional time series ⋮ Asynchronous changepoint estimation for spatially correlated functional time series ⋮ Greedy Segmentation for a Functional Data Sequence ⋮ Testing Stability in Functional Event Observations with an Application to IPO Performance ⋮ Consistency of binary segmentation for multiple change-point estimation with functional data ⋮ Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation

Uses Software

• fda (R)
• wbs

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