• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.153-166
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• 2003

This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.1-23
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• 2006

In this paper we consider an estimation of the discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of the change point in the variance function and then construct an estimator of the entire variance function. We examine the rates of convergence of these estimators and give results for their asymptotics. Numerical work reveals that using the proposed change point analysis in the variance function estimation is quite effective.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.327-336
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• 2000

We are mainly interested in hazard rate changes which are usually occur in survival times of manufactured products or patients. We may expect early failures with one hazard rate and next another hazard rate. For this type of data we apply a hazard rate change-point model and estimate the unkown time point to improve the model adequacy. We introduce change-point logistic model to the discrete time hazard rates. The MLEs are obtained routinely and we also explain the suggested model through a dataset of survival times.

• International Journal of Reliability and Applications
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• 제2권3호
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• pp.199-207
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• 2001

The failure rate functions between successive failures are of concatenated form. We allow the parameters of failure rate function change after a certain failure and its fixing. We confine out attention to a model wherein the interfailure times are described by its failure rate function. We suggest an adaptive failure rate function with a change-point under the assumption that interfailure times are record value statistics from a Weibull distribution. The proposed model will be applied through a practical example of software failure data.

• 품질경영학회지
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• 제30권3호
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• pp.195-202
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• 2002

The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.123-131
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• 1996

The problerm of testing for a constant mean is considered. A Kolmogorov-Smirnov type test using the sample Fourier coefficients is suggested and its asymptotic distribution is derived. A simulation study shows that the proposed test is more powerful than the cusum type test when there is more than one change-point or there is a cyclic change.

• 응용통계연구
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• 제13권2호
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• pp.515-523
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• 2000

본 논문에서는 변화점 문제(change-point problem)에 대한 통계적 방법들을 사용하여 에지를 검출하고자 한다. 이를 위해 $n\timesn$ 부분영상을 선택하고 선택된 영상이 농도값에서 유의한 차이가 있는 두 개의 영역으로 분할하는 경계에 대응되는 에지점(edge point)을 포함하는지에 대해 가설 검정을 한다. 에지 검출에 사용되는 통계적 방법은 이표본 Kolmogorov-Smirnov 검정에 기초해서 얻은 제안된 방법과 기존의 우도비(likelihood ratio)방법,비모수적인 Wolfe-Schechtman 방법 등이다. 위 방법들의 성능을 평가하기 위해 접음영상과 잡음없는 영상에 대해 실험을 실시하고 비교 분석한다.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.175-185
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• 1996

For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

• 한국습지학회지
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• 제15권2호
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• pp.233-250
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• 2013

강수지표의 변화시점(change point) 분석을 이용하여 기후의 특성이 점진적 또는 급진적으로 변화하는지에 대하여 조사하였다. 강수지표를 크게 총량(amount), 극치(extremes)와 빈도(frequency)로 구분하였고, 각각의 지수를 RIA(Rainfall Index for Amount), RIE(Rainfall Index for Extremes)와 RIF(Rainfall Index for Frequency)로 정의하였다. 계산된 강수지표의 시간에 따른 변화를 알아보기 위하여 BCP(Bayesian Change Point)를 적용하였다. 분석 결과, 남한지역의 강수지표는 연 강우일수와 200년 빈도 확률 강수량을 제외하고는 모두 증가 하는 것으로 확인되었다. RIA는 울릉도 지점에서 변화지점의 유의성에 대해 매우 명확한 모습을 보였고 RIE는 제천, 서귀포와 구미 등에서 비교적 유의한 결과가 확인되었다. 또한, 1990년대 이후에 변동지점의 개수가 증가하고 있으며, 변동지점의 횡적인 폭 또한 비교적 넓어지고 있었다. 이러한 사실에 근거하여 볼 때 강수에 대한 정상성 가정에 대한 재고가 필요하리라 판단되었다.

• Asian Pacific Journal of Cancer Prevention
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• 제17권sup3호
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• pp.5-10
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• 2016

Breast cancer, the second cause of cancer-related death after lung cancer and the most common cancer in women after skin cancer, is curable if detected in early stages of clinical presentation. Knowledge as to any age cut-off points which might have significance for prognostic groups is important in screening and treatment planning. Therefore, determining a change-point could improve resource allocation. This study aimed to determine if a change point for survival might exist in the age of breast cancer diagnosis. This study included 568 cases of breast cancer that were registered in Breast Cancer Research Center, Tehran, Iran, during the period 1986-2006 and were followed up to 2012. In the presence of curable cases of breast cancer, a change point in the age of breast cancer diagnosis was estimated using a mixture survival cure model. The data were analyzed using SPSS (versions 20) and R (version 2.15.0) software. The results revealed that a change point in the age of breast cancer diagnosis was at 50 years age. Based on our estimation, 35% of the patients diagnosed with breast cancer at age less than or equal to 50 years of age were cured while the figure was 57% for those diagnosed after 50 years of age. Those in the older age group had better survival compared to their younger counterparts during 12 years of follow up. Our results suggest that it is better to estimate change points in age for cancers which are curable in early stages using survival cure models, and that the cure rate would increase with timely screening for breast cancer.