Hybrid Bayesian procedures for automatic detection of change-points

DOI10.1016/S0016-0032(96)00104-4MaRDI QIDQ1358692zbMATH OpenOpenAlexFDO

Authors Scott MacDougall, Asoke Kumar Nandi

Publication date 29 April 1998

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0016-0032(96)00104-4

zbMATH Keywords

automatic segmentationbreak pointschange-pointshybrid Bayesian procedures

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Detection of abrupt changes: theory and application
• Detection of the number, locations and magnitudes of jumps
• Estimating the number of change-points via Schwarz' criterion
• Fault diagnosis in dynamic systems using analytical and knowledge-based redundancy - a survey and some new results
• Hierarchical Bayesian Analysis of Changepoint Problems
• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• scientific article; zbMATH DE number 3673391 (Why is no real title available?)
• scientific article; zbMATH DE number 3635332 (Why is no real title available?)
• scientific article; zbMATH DE number 762964 (Why is no real title available?)
• scientific article; zbMATH DE number 775839 (Why is no real title available?)
• scientific article; zbMATH DE number 795279 (Why is no real title available?)
• Nonparametric detection of changepoints for sequentially observed data
• Segmentation of well logs by maximum-likelihood estimation
• Some nonparametric methods for changepoint problems

Cited in

(9)

• Joint segmentation of wind speed and direction using a hierarchical model
• Detection of change points: a survey of methodologies
• Bayesian multiple changepoints detection for the power law process with binary segmentation procedures
• Bayesian Binary Segmentation Procedure for Detecting Streakiness in Sports
• Case studies in Bayesian segmentation applied to CD control
• scientific article; zbMATH DE number 1897934 (Why is no real title available?)
• Shape-based BS algorithm for multiple change-points detection
• Bayesian change-points estimation applied to GPS signal tracking
• Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection

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