Software for Changepoints Detection
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F17%3A50013580" target="_blank" >RIV/62690094:18450/17:50013580 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Software for Changepoints Detection
Original language description
The paper concerns with freely available software as the possibility to solve the task of detection and statistical evaluation of changes in occurrences (counts, rates, or proportions) of some event, when data is collect over time or in dependence on a quantitative attribute. Freely available software implementing piecewise linear regression, joinpoint model, segmented regression, changepoints, and adaptive regression splines is selected. The article describes and compares the main features of selected software. Public available data (unemployment rates) are used to compare solutions implemented in selected R packages (earth, changepoint, and segmented) and in the stand-alone Joinpoint Regression Program (JP). The results are not identical partly due to the properties of data and mostly due to different approaches to CP solutions. JP support user to avoid some problems with data collected in time, with difficulties related to assumptions of parametric linear model, or multiple hypotheses testing.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Mathematical methods in economics (MME 2017) : conference proceedings
ISBN
978-80-7435-678-0
ISSN
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e-ISSN
neuvedeno
Number of pages
6
Pages from-to
673-678
Publisher name
Gaudeamus
Place of publication
Hradec Králové
Event location
Hradec Králové
Event date
Sep 13, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000427151400115