Software for Changepoints Detection

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Software for Changepoints Detection

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Software for Changepoints Detection

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10103 - Statistics and probability

Projekt

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Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Mathematical methods in economics (MME 2017) : conference proceedings

ISBN

978-80-7435-678-0

ISSN

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e-ISSN

neuvedeno

Počet stran výsledku

6

Strana od-do

673-678

Název nakladatele

Gaudeamus

Místo vydání

Hradec Králové

Místo konání akce

Hradec Králové

Datum konání akce

13. 9. 2017

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000427151400115