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时间序列数据的一般回归变点检验AI 解读

This article develops a test for a single changepoint in a general setting that allows for correlated time series regression errors, a seasonal cycle, time-varying regression factors, and covariate information. Within, a changepoint statistic is constructed from likelihood ratio principles and its asymptotic distribution is derived. The asymptotic distribution of the changepoint statistic is shown to be invariant of the seasonal cycle and the covariates should the latter…

北大西洋热带气旋记录中的变点AI 解读

This article examines the North Atlantic tropical cyclone record for statistical discontinuities (changepoints). This is a controversial area and indeed, our end conclusions are opposite of those made in Dr. Kelvin Droegemeier’s July 28, 2009 Senate testimonial. The methods developed here should help rigorize the debate. Elaborating, we develop a level-α test for a changepoint in a categorical data sequence sampled from a multinomial distribution. The proposed test statistic…

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