Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On study for change point regression problems using a difference-based regression model

  • Park, Jong Suk (Department of Statistics, Kyungpook National University) ;
  • Park, Chun Gun (Department of Mathematics, Kyonggi University) ;
  • Lee, Kyeong Eun (Department of Statistics, Kyungpook National University)
  • Received : 2019.05.09
  • Accepted : 2019.10.11
  • Published : 2019.11.30
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Abstract

This paper derive a method to solve change point regression problems via a process for obtaining consequential results using properties of a difference-based intercept estimator first introduced by Park and Kim (Communications in Statistics - Theory Methods, 2019) for outlier detection in multiple linear regression models. We describe the statistical properties of the difference-based regression model in a piecewise simple linear regression model and then propose an efficient algorithm for change point detection. We illustrate the merits of our proposed method in the light of comparison with several existing methods under simulation studies and real data analysis. This methodology is quite valuable, "no matter what regression lines" and "no matter what the number of change points".

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References

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