Analysis of multiple change-points in normally distributed series.

Tesis (Maestría en Ciencias con Orientación en Matemáticas) UANL, 2013.

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Alternative ways to estimate change points in multinomial sequences. An application to an authorship attribution problem

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

Change points detection in crime-related time series: an on-line fuzzy approach based on a shape space representation

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.

Monotonic trend and change points in southern Brazil precipitation

Scientific evidence on climate changes at global level has gained increasing interest in the scientific community in general. The impacts of climate change as well as anthropogenic actions may cause errors in hydro-agricultural projects existent in the watershed under study. This study aimed to identify the presence or absence of trend in total annual precipitation series of the watershed of the Mirim Lagoon, state of Rio Grande do Sul-RS / Brazil / Uruguay (Brazilian side) as well as to detect the period in which they occurred. For that, it was analyzed the precipitation data belonging to 14 weather stations. To detect the existence of monotonic trend and change points, it was used the nonparametric tests of Mann-Kendall and Mann-Whitney, the "t" test of Student for two samples of unpaired data (parametric), as well as the technique of progressive mean. The Weather Station 3152014 (Pelotas) presented changes in the trend in the series of annual precipitation in the period from 1953 to 2007. The methodologies that use subdivided series were more efficient in detecting change in trend when compared with the Mann-Kendall test, which uses the complete series (from 1921 to 2007).

Alternative ways to estimate change points in multinomial sequences. An application to an authorship attribution problem

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

Sharp imaging of Multiple object pointS: how and why

Is it possible to sharply image M object points with N surfaces when N menor que M? Under what conditions? Why is it interesting for optimization? What is the role of the SMS method?

Concept of operations for ATM by managing uncertainty through multiple metering points

This paper presents an operational concept for Air Traffic Management, and in particular arrival management, in which aircraft are permitted to operate in a manner consistent with current optimal aircraft operating techniques. The proposed concept allows aircraft to descend in the fuel efficient path managed mode and with arrival time not actively controlled. It will be demonstrated how the associated uncertainty in the time dimension of the trajectory can be managed through the application of multiple metering points strategically chosen along the trajectory. The proposed concept does not make assumptions on aircraft equipage (e.g. time of arrival control), but aims at handling mixed-equipage scenarios that most likely will remain far into the next decade and arguably beyond.

Multiple feature points representation in target localization of wireless visual sensor networks

This paper discusses the target localization problem in wireless visual sensor networks. Additive noises and measurement errors will affect the accuracy of target localization when the visual nodes are equipped with low-resolution cameras. In the goal of improving the accuracy of target localization without prior knowledge of the target, each node extracts multiple feature points from images to represent the target at the sensor node level. A statistical method is presented to match the most correlated feature point pair for merging the position information of different sensor nodes at the base station. Besides, in the case that more than one target exists in the field of interest, a scheme for locating multiple targets is provided. Simulation results show that, our proposed method has desirable performance in improving the accuracy of locating single target or multiple targets. Results also show that the proposed method has a better trade-off between camera node usage and localization accuracy.

Mobility in vehicular networks with multiple access points to the infrastructure

Nowadays there is a huge evolution in the technological world and in the wireless networks. The electronic devices have more capabilities and resources over the years, which makes the users more and more demanding. The necessity of being connected to the global world leads to the arising of wireless access points in the cities to provide internet access to the people in order to keep the constant interaction with the world. Vehicular networks arise to support safety related applications and to improve the traffic flow in the roads; however, nowadays they are also used to provide entertainment to the users present in the vehicles. The best way to increase the utilization of the vehicular networks is to give to the users what they want: a constant connection to the internet. Despite of all the advances in the vehicular networks, there were several issues to be solved. The presence of dedicated infrastructure to vehicular networks is not wide yet, which leads to the need of using the available Wi-Fi hotspots and the cellular networks as access networks. In order to make all the management of the mobility process and to keep the user’s connection and session active, a mobility protocol is needed. Taking into account the huge number of access points present at the range of a vehicle for example in a city, it will be beneficial to take advantage of all available resources in order to improve all the vehicular network, either to the users and to the operators. The concept of multihoming allows to take advantage of all available resources with multiple simultaneous connections. This dissertation has as objectives the integration of a mobility protocol, the Network-Proxy Mobile IPv6 protocol, with a host-multihoming per packet solution in order to increase the performance of the network by using more resources simultaneously, the support of multi-hop communications, either in IPv6 or IPv4, the capability of providing internet access to the users of the network, and the integration of the developed protocol in the vehicular environment, with the WAVE, Wi-Fi and cellular technologies. The performed tests focused on the multihoming features implemented on this dissertation, and on the IPv4 network access for the normal users. The obtained results show that the multihoming addition to the mobility protocol improves the network performance and provides a better resource management. Also, the results show the correct operation of the developed protocol in a vehicular environment.

Impact of interference on throughput in dense WLANs with multiple APs

The popularity of wireless local area networks (WLANs) has resulted in their dense deployments around the world. While this increases capacity and coverage, the problem of increased interference can severely degrade the performance of WLANs. However, the impact of interference on throughput in dense WLANs with multiple access points (APs) has had very limited prior research. This is believed to be due to 1) the inaccurate assumption that throughput is always a monotonically decreasing function of interference and 2) the prohibitively high complexity of an accurate analytical model. In this work, firstly we provide a useful classification of commonly found interference scenarios. Secondly, we investigate the impact of interference on throughput for each class based on an approach that determines the possibility of parallel transmissions. Extensive packet-level simulations using OPNET have been performed to support the observations made. Interestingly, results have shown that in some topologies, increased interference can lead to higher throughput and vice versa.

A Bayesian changepoint analysis on spatio-temporal point processes

Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

Effects of glucosamine, chondroitin, or placebo in patients with osteoarthritis of hip or knee: network meta-analysis

OBJECTIVE: To determine the effect of glucosamine, chondroitin, or the two in combination on joint pain and on radiological progression of disease in osteoarthritis of the hip or knee. Design Network meta-analysis. Direct comparisons within trials were combined with indirect evidence from other trials by using a Bayesian model that allowed the synthesis of multiple time points. MAIN OUTCOME MEASURE: Pain intensity. Secondary outcome was change in minimal width of joint space. The minimal clinically important difference between preparations and placebo was prespecified at -0.9 cm on a 10 cm visual analogue scale. DATA SOURCES: Electronic databases and conference proceedings from inception to June 2009, expert contact, relevant websites. Eligibility criteria for selecting studies Large scale randomised controlled trials in more than 200 patients with osteoarthritis of the knee or hip that compared glucosamine, chondroitin, or their combination with placebo or head to head. Results 10 trials in 3803 patients were included. On a 10 cm visual analogue scale the overall difference in pain intensity compared with placebo was -0.4 cm (95% credible interval -0.7 to -0.1 cm) for glucosamine, -0.3 cm (-0.7 to 0.0 cm) for chondroitin, and -0.5 cm (-0.9 to 0.0 cm) for the combination. For none of the estimates did the 95% credible intervals cross the boundary of the minimal clinically important difference. Industry independent trials showed smaller effects than commercially funded trials (P=0.02 for interaction). The differences in changes in minimal width of joint space were all minute, with 95% credible intervals overlapping zero. Conclusions Compared with placebo, glucosamine, chondroitin, and their combination do not reduce joint pain or have an impact on narrowing of joint space. Health authorities and health insurers should not cover the costs of these preparations, and new prescriptions to patients who have not received treatment should be discouraged.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

Diffusion tensor imaging of rat spinal cord in vivo

Magnetic resonance imaging, with its exquisite soft tissue contrast, is an ideal modality for investigating spinal cord pathology. While conventional MRI techniques are very sensitive for spinal cord pathology, their specificity is somewhat limited. Diffusion MRI is an advanced technique which is a very sensitive and specific indicator of the integrity of white matter tracts. Diffusion imaging has been shown to detect early ischemic changes in white matter, while conventional imaging demonstrates no change. By acquiring the complete apparent diffusion tensor (ADT), tissue diffusion properties can be expressed in terms of quantitative and rotationally invariant parameters. ^ Systematic study of SCI in vivo requires controlled animal models such as the popular rat model. To date, studies of spinal cord using ADT imaging have been performed exclusively in fixed, excised spinal cords, introducing inevitable artifacts and losing the benefits of MRI's noninvasive nature. In vivo imaging reflects the actual in vivo tissue properties, and allows each animal to be imaged at multiple time points, greatly reducing the number of animals required to achieve statistical significance. Because the spinal cord is very small, the available signal-to-noise ratio (SNR) is very low. Prior spin-echo based ADT studies of rat spinal cord have relied on high magnetic field strengths and long imaging times—on the order of 10 hours—for adequate SNR. Such long imaging times are incompatible with in vivo imaging, and are not relevant for imaging the early phases following SCI. Echo planar imaging (EPI) is one of the fastest imaging methods, and is popular for diffusion imaging. However, EPI further lowers the image SNR, and is very sensitive to small imperfections in the magnetic field, such as those introduced by the bony spine. Additionally, The small field-of-view (FOV) needed for spinal cord imaging requires large imaging gradients which generate EPI artifacts. The addition of diffusion gradients introduces yet further artifacts. ^ This work develops a method for rapid EPI-based in vivo diffusion imaging of rat spinal cord. The method involves improving the SNR using an implantable coil; reducing magnetic field inhomogeneities by means of an autoshim, and correcting EPI artifacts by post-processing. New EPI artifacts due to diffusion gradients described, and post-processing correction techniques are developed. ^ These techniques were used to obtain rotationally invariant diffusion parameters from 9 animals in vivo, and were validated using the gold-standard, but slow, spinecho based diffusion sequence. These are the first reported measurements of the ADT in spinal cord in vivo . ^ Many of the techniques described are equally applicable toward imaging of human spinal cord. We anticipate that these techniques will aid in evaluating and optimizing potential therapies, and will lead to improved patient care. ^