On the Adaptive Partition Approach to the Detection of Multiple Change-Points

Yinglei Lai

PLOS ONE, 2011, vol. 6, issue 5, 1-15

Abstract: With an adaptive partition procedure, we can partition a “time course” into consecutive non-overlapped intervals such that the population means/proportions of the observations in two adjacent intervals are significantly different at a given level . However, the widely used recursive combination or partition procedures do not guarantee a global optimization. We propose a modified dynamic programming algorithm to achieve a global optimization. Our method can provide consistent estimation results. In a comprehensive simulation study, our method shows an improved performance when it is compared to the recursive combination/partition procedures. In practice, can be determined based on a cross-validation procedure. As an application, we consider the well-known Pima Indian Diabetes data. We explore the relationship among the diabetes risk and several important variables including the plasma glucose concentration, body mass index and age.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0019754

DOI: 10.1371/journal.pone.0019754

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