927 resultados para Multiple Change-point Analysis


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Despite evidence from a number of Earth systems that abrupt temporal changes known as regime shifts are important, their nature, scale and mechanisms remain poorly documented and understood. Applying principal component analysis, change-point analysis and a sequential t-test analysis of regime shifts to 72 time series, we confirm that the 1980s regime shift represented a major change in the Earth's biophysical systems from the upper atmosphere to the depths of the ocean and from the Arctic to the Antarctic, and occurred at slightly different times around the world. Using historical climate model simulations from the Coupled Model Intercomparison Project Phase 5 (CMIP5) and statistical modelling of historical temperatures, we then demonstrate that this event was triggered by rapid global warming from anthropogenic plus natural forcing, the latter associated with the recovery from the El Chichón volcanic eruption. The shift in temperature that occurred at this time is hypothesized as the main forcing for a cascade of abrupt environmental changes. Within the context of the last century or more, the 1980s event was unique in terms of its global scope and scale; our observed consequences imply that if unavoidable natural events such as major volcanic eruptions interact with anthropogenic warming unforeseen multiplier effects may occur.

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Despite evidence from a number of Earth systems that abrupt temporal changes known as regime shifts are important, their nature, scale and mechanisms remain poorly documented and understood. Applying principal component analysis, change-point analysis and a sequential t-test analysis of regime shifts to 72 time series, we confirm that the 1980s regime shift represented a major change in the Earth's biophysical systems from the upper atmosphere to the depths of the ocean and from the Arctic to the Antarctic, and occurred at slightly different times around the world. Using historical climate model simulations from the Coupled Model Intercomparison Project Phase 5 (CMIP5) and statistical modelling of historical temperatures, we then demonstrate that this event was triggered by rapid global warming from anthropogenic plus natural forcing, the latter associated with the recovery from the El Chichón volcanic eruption. The shift in temperature that occurred at this time is hypothesized as the main forcing for a cascade of abrupt environmental changes. Within the context of the last century or more, the 1980s event was unique in terms of its global scope and scale; our observed consequences imply that if unavoidable natural events such as major volcanic eruptions interact with anthropogenic warming unforeseen multiplier effects may occur.

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Multiple regression analysis is a statistical technique which allows to predict a dependent variable from m ore than one independent variable and also to determine influential independent variables. Using experimental data, in this study the multiple regression analysis is applied to predict the room mean velocity and determine the most influencing parameters on the velocity. More than 120 experiments for four different heat source locations were carried out in a test chamber with a high level wall mounted air supply terminal at air change rates 3-6 ach. The influence of the environmental parameters such as supply air momentum, room heat load, Archimedes number and local temperature ratio, were examined by two methods: a simple regression analysis incorporated into scatter matrix plots and multiple stepwise regression analysis. It is concluded that, when a heat source is located along the jet centre line, the supply momentum mainly influences the room mean velocity regardless of the plume strength. However, when the heat source is located outside the jet region, the local temperature ratio (the inverse of the local heat removal effectiveness) is a major influencing parameter.

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The aim of this work is to identify key factors of a sustainable urban mobility concept in a particular context. A multiple criteria decision analysis method was developed to identify the main variables associated to the concept. Looking at the results obtained in 11 cities of the five Brazilian regions, we conclude that the method is able to capture the different views and approaches discussed in the formulation of the mobility concept. Therefore, it can be used as a starting point for the formulation of public policies and also in the development of tools designed for monitoring the mobility conditions. (C) 2008 Elsevier Ltd. All rights reserved.

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The aim of this work is to establish a relationship between schistosomiasis prevalence and social-environmental variables, in the state of Minas Gerais, Brazil, through multiple linear regression. The final regression model was established, after a variables selection phase, with a set of spatial variables which contains the summer minimum temperature, human development index, and vegetation type variables. Based on this model, a schistosomiasis risk map was built for Minas Gerais.

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The statistical analysis of literary style is the part of stylometry that compares measurable characteristicsin a text that are rarely controlled by the author, with those in other texts. When thegoal is to settle authorship questions, these characteristics should relate to the author’s style andnot to the genre, epoch or editor, and they should be such that their variation between authors islarger than the variation within comparable texts from the same author.For an overview of the literature on stylometry and some of the techniques involved, see for exampleMosteller and Wallace (1964, 82), Herdan (1964), Morton (1978), Holmes (1985), Oakes (1998) orLebart, Salem and Berry (1998).Tirant lo Blanc, a chivalry book, is the main work in catalan literature and it was hailed to be“the best book of its kind in the world” by Cervantes in Don Quixote. Considered by writterslike Vargas Llosa or Damaso Alonso to be the first modern novel in Europe, it has been translatedseveral times into Spanish, Italian and French, with modern English translations by Rosenthal(1996) and La Fontaine (1993). The main body of this book was written between 1460 and 1465,but it was not printed until 1490.There is an intense and long lasting debate around its authorship sprouting from its first edition,where its introduction states that the whole book is the work of Martorell (1413?-1468), while atthe end it is stated that the last one fourth of the book is by Galba (?-1490), after the death ofMartorell. Some of the authors that support the theory of single authorship are Riquer (1990),Chiner (1993) and Badia (1993), while some of those supporting the double authorship are Riquer(1947), Coromines (1956) and Ferrando (1995). For an overview of this debate, see Riquer (1990).Neither of the two candidate authors left any text comparable to the one under study, and thereforediscriminant analysis can not be used to help classify chapters by author. By using sample textsencompassing about ten percent of the book, and looking at word length and at the use of 44conjunctions, prepositions and articles, Ginebra and Cabos (1998) detect heterogeneities that mightindicate the existence of two authors. By analyzing the diversity of the vocabulary, Riba andGinebra (2000) estimates that stylistic boundary to be near chapter 383.Following the lead of the extensive literature, this paper looks into word length, the use of the mostfrequent words and into the use of vowels in each chapter of the book. Given that the featuresselected are categorical, that leads to three contingency tables of ordered rows and therefore tothree sequences of multinomial observations.Section 2 explores these sequences graphically, observing a clear shift in their distribution. Section 3describes the problem of the estimation of a suden change-point in those sequences, in the followingsections we propose various ways to estimate change-points in multinomial sequences; the methodin section 4 involves fitting models for polytomous data, the one in Section 5 fits gamma modelsonto the sequence of Chi-square distances between each row profiles and the average profile, theone in Section 6 fits models onto the sequence of values taken by the first component of thecorrespondence analysis as well as onto sequences of other summary measures like the averageword length. In Section 7 we fit models onto the marginal binomial sequences to identify thefeatures that distinguish the chapters before and after that boundary. Most methods rely heavilyon the use of generalized linear models

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The extension of traditional data mining methods to time series has been effectively applied to a wide range of domains such as finance, econometrics, biology, security, and medicine. Many existing mining methods deal with the task of change points detection, but very few provide a flexible approach. Querying specific change points with linguistic variables is particularly useful in crime analysis, where intuitive, understandable, and appropriate detection of changes can significantly improve the allocation of resources for timely and concise operations. In this paper, we propose an on-line method for detecting and querying change points in crime-related time series with the use of a meaningful representation and a fuzzy inference system. Change points detection is based on a shape space representation, and linguistic terms describing geometric properties of the change points are used to express queries, offering the advantage of intuitiveness and flexibility. An empirical evaluation is first conducted on a crime data set to confirm the validity of the proposed method and then on a financial data set to test its general applicability. A comparison to a similar change-point detection algorithm and a sensitivity analysis are also conducted. Results show that the method is able to accurately detect change points at very low computational costs. More broadly, the detection of specific change points within time series of virtually any domain is made more intuitive and more understandable, even for experts not related to data mining.

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The statistical analysis of literary style is the part of stylometry that compares measurable characteristics in a text that are rarely controlled by the author, with those in other texts. When the goal is to settle authorship questions, these characteristics should relate to the author’s style and not to the genre, epoch or editor, and they should be such that their variation between authors is larger than the variation within comparable texts from the same author. For an overview of the literature on stylometry and some of the techniques involved, see for example Mosteller and Wallace (1964, 82), Herdan (1964), Morton (1978), Holmes (1985), Oakes (1998) or Lebart, Salem and Berry (1998). Tirant lo Blanc, a chivalry book, is the main work in catalan literature and it was hailed to be “the best book of its kind in the world” by Cervantes in Don Quixote. Considered by writters like Vargas Llosa or Damaso Alonso to be the first modern novel in Europe, it has been translated several times into Spanish, Italian and French, with modern English translations by Rosenthal (1996) and La Fontaine (1993). The main body of this book was written between 1460 and 1465, but it was not printed until 1490. There is an intense and long lasting debate around its authorship sprouting from its first edition, where its introduction states that the whole book is the work of Martorell (1413?-1468), while at the end it is stated that the last one fourth of the book is by Galba (?-1490), after the death of Martorell. Some of the authors that support the theory of single authorship are Riquer (1990), Chiner (1993) and Badia (1993), while some of those supporting the double authorship are Riquer (1947), Coromines (1956) and Ferrando (1995). For an overview of this debate, see Riquer (1990). Neither of the two candidate authors left any text comparable to the one under study, and therefore discriminant analysis can not be used to help classify chapters by author. By using sample texts encompassing about ten percent of the book, and looking at word length and at the use of 44 conjunctions, prepositions and articles, Ginebra and Cabos (1998) detect heterogeneities that might indicate the existence of two authors. By analyzing the diversity of the vocabulary, Riba and Ginebra (2000) estimates that stylistic boundary to be near chapter 383. Following the lead of the extensive literature, this paper looks into word length, the use of the most frequent words and into the use of vowels in each chapter of the book. Given that the features selected are categorical, that leads to three contingency tables of ordered rows and therefore to three sequences of multinomial observations. Section 2 explores these sequences graphically, observing a clear shift in their distribution. Section 3 describes the problem of the estimation of a suden change-point in those sequences, in the following sections we propose various ways to estimate change-points in multinomial sequences; the method in section 4 involves fitting models for polytomous data, the one in Section 5 fits gamma models onto the sequence of Chi-square distances between each row profiles and the average profile, the one in Section 6 fits models onto the sequence of values taken by the first component of the correspondence analysis as well as onto sequences of other summary measures like the average word length. In Section 7 we fit models onto the marginal binomial sequences to identify the features that distinguish the chapters before and after that boundary. Most methods rely heavily on the use of generalized linear models

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An online national survey among the Spanish population (n = 602) was conducted to examine the factors underlying a person’s support for commitments to global climate change reductions. Multiple hierarchical regression analysis was conducted in four steps and a structural equations model was tested. A survey tool designed by the Yale Project on Climate Change Communication was applied in order to build scales for the variables introduced in the study. The results show that perceived consumer effectiveness and risk perception are determinant factors of commitment to mitigating global climate change. However, there are differences in the influence that other factors, such as socio-demographics, view of nature and cultural cognition, have on the last predicted variable.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

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Although an increasing number of studies of technological, institutional and organizational change refer to the concepts of path dependence and path creation, few attempts have been made to consider these concepts explicitly in their methodological accounts. This paper addresses this gap and contributes to the literature by developing a comprehensive methodology that originates from the concepts of path dependence and path creation – path constitution analysis (PCA) – and allows for the integration of multi-actor constellations on multiple levels of analysis within a process perspective. Based upon a longitudinal case study in the field of semiconductors, we illustrate PCA ‘in action’ as a template for other researchers and critically examine its adequacy. We conclude with implications for further path-oriented inquiries.

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El MC en baloncesto es aquel fenómeno relacionado con el juego que presenta unas características particulares determinadas por la idiosincrasia de un equipo y puede afectar a los protagonistas y por ende al devenir del juego. En la presente Tesis se ha estudiado la incidencia del MC en Liga A.C.B. de baloncesto y para su desarrollo en profundidad se ha planteado dos investigaciones una cuantitativa y otra cualitativa cuya metodología se detalla a continuación: La investigación cuantitativa se ha basado en la técnica de estudio del “Performance analysis”, para ello se han estudiado cuatro temporadas de la Liga A.C.B. (del 2007/08 al 2010/11), tal y como refleja en la bibliografía consultada se han tomado como momentos críticos del juego a los últimos cinco minutos de partidos donde la diferencia de puntos fue de seis puntos y todos los Tiempos Extras disputados, de tal manera que se han estudiado 197 momentos críticos. La contextualización del estudio se ha hecho en función de la variables situacionales “game location” (local o visitante), “team quality” (mejores o peores clasificados) y “competition” (fases de LR y Playoff). Para la interpretación de los resultados se han realizado los siguientes análisis descriptivos: 1) Análisis Discriminante, 2) Regresión Lineal Múltiple; y 3) Análisis del Modelo Lineal General Multivariante. La investigación cualitativa se ha basado en la técnica de investigación de la entrevista semiestructurada. Se entrevistaron a 12 entrenadores que militaban en la Liga A.C.B. durante la temporada 2011/12, cuyo objetivo ha sido conocer el punto de vista que tiene el entrenador sobre el concepto del MC y que de esta forma pudiera dar un enfoque más práctico basado en su conocimiento y experiencia acerca de cómo actuar ante el MC en el baloncesto. Los resultados de ambas investigaciones coinciden en señalar la importancia del MC sobre el resultado final del juego. De igual forma, el concepto en sí entraña una gran complejidad por lo que se considera fundamental la visión científica de la observación del juego y la percepción subjetiva que presenta el entrenador ante el fenómeno, para la cual los aspectos psicológicos de sus protagonistas (jugadores y entrenadores) son determinantes. ABSTRACT The Critical Moment (CM) in basketball is a related phenomenon with the game that has particular features determined by the idiosyncrasies of a team and can affect the players and therefore the future of the game. In this Thesis we have studied the impact of CM in the A.C.B. League and from a profound development two investigations have been raised, quantitative and qualitative whose methodology is as follows: The quantitative research is based on the technique of study "Performance analysis", for this we have studied four seasons in the A.C.B. League (2007/08 to 2010/11), and as reflected in the literature the Critical Moments of the games were taken from the last five minutes of games where the point spread was six points and all overtimes disputed, such that 197 critical moments have been studied. The contextualization of the study has been based on the situational variables "game location" (home or away), "team quality" (better or lower classified) and "competition" (LR and Playoff phases). For the interpretation of the results the following descriptive analyzes were performed: 1) Discriminant Analysis, 2) Multiple Linear Regression Analysis; and 3) Analysis of Multivariate General Linear Model. Qualitative research is based on the technique of investigation of a semi-structured interview. 12 coaches who belonged to the A.C.B. League were interviewed in seasons 2011/12, which aimed to determine the point of view that the coach has on the CM concept and thus could give a more practical approach based on their knowledge and experience about how to deal with the CM in basketball. The results of both studies agree on the importance of the CM on the final outcome of the game. Similarly, the concept itself is highly complex so the scientific view of the observation of the game is considered essential as well as the subjective perception the coach presents before the phenomenon, for which the psychological aspects of their characters (players and coaches) are crucial.

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We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

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Universidade Estadual de Campinas . Faculdade de Educação Física