1. Heteroscedastic Change Point Analysis and Application to Footprint Data
- Author
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Stephen J. Ganocy and Jia-Yang Sun
- Subjects
0301 basic medicine ,Estimation ,Heteroscedasticity ,Computer science ,Model selection ,Bayesian probability ,computer.software_genre ,Footprint ,03 medical and health sciences ,030104 developmental biology ,0302 clinical medicine ,Change-Point Analysis ,030220 oncology & carcinogenesis ,Statistics ,Change points ,Data mining ,Segmented regression ,computer - Abstract
Analysis of footprint data is important in the tire industry. Estimation procedures for multiple change points and unknown parameters in a segmented regression model with unknown heteroscedastic variances are developed for analyzing such data. Our approaches include both likelihood and Bayesian, with and without continuity constraints at the change points. A model selection procedure is also proposed to choose among competing models for fitting a middle segment of the data between change points. We study the performance of the two approaches and apply them to actual tire data examples. Our Maximization-Maximization-Posterior (MMP) algorithm and the likelihood-based estimation are found to be complimentary to each other.
- Published
- 2021