Bayesian change point detection for functional data
From MaRDI portal
(Redirected from Publication:830722)
Abstract: We propose a Bayesian method to detect change points for functional data. We extract the features of a sequence of functional data by the discrete wavelet transform (DWT), and treat each sequence of feature independently. We believe there is potentially a change in each feature at possibly different time points. The functional data evolves through such changes throughout the sequences of observations. The change point for this sequence of functional data is the cumulative effect of changes in all features. We assign the features with priors which incorporate the characteristic of the wavelet coefficients. Then we compute the posterior distribution of change point for each sequence of feature, and define a matrix where each entry is a measure of similarity between two functional data in this sequence. We compute the ratio of the mean similarity between groups and within groups for all possible partitions, and the change point is where the ratio reaches the minimum. We demonstrate this method using a dataset on climate change.
Recommendations
- Detecting and estimating changes in dependent functional data
- Detection of change points: a survey of methodologies
- Bayesian single change point detection in a sequence of multivariate normal observations
- An exact approach to Bayesian sequential change point detection
- Dynamic detection of change points in long time series
Cites work
- A nonparametric approach for multiple change point analysis of multivariate data
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Bayesian clustering of functional data using local features
- Clustering functional data using wavelets
- Detecting Changes in the Mean of Functional Observations
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting and estimating changes in dependent functional data
- Estimation of a change-point in the mean function of functional data
- Forecasting functional time series
- Fundamentals of nonparametric Bayesian inference
- On Optimality of Bayesian Wavelet Estimators
- On posterior distribution of Bayesian wavelet thresholding
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Wavelet Thresholding via A Bayesian Approach
Cited in
(9)- Detection of change in the spatiotemporal mean function
- Asynchronous changepoint estimation for spatially correlated functional time series
- Detecting and estimating changes in dependent functional data
- Consistency of binary segmentation for multiple change-point estimation with functional data
- Surface temperature monitoring in liver procurement via functional variance change-point analysis
- Bayesian high-dimensional regression for change point analysis
- Detection of change points: a survey of methodologies
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Break point detection for functional covariance
This page was built for publication: Bayesian change point detection for functional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q830722)
