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1. chinaXiv:201904.00096 [pdf]

Strengthened change point detection model for weak mean difference data

Huang, Shaoqian; Zhou, Qi; Wang, Hongqing
Subjects: Statistics >> Applied Statistical Mathematics

Objective: The lifetime difference in adjacent parallel structure components becomes small as the number of components belonging to the same parallel structure increases. To infer the system structure, we must clarify the components that belong to the same parallel structure. Methods: A strengthened change point detection model (SCPDM) for weak mean difference data (WMDD) is established, which usually indicates that, as affected by a large variance, the mean difference in two subsignals for one data sequence becomes nonsignificant. For repeatedly retrievable WMDD, we performed two enhanced operations that doubled the mean difference by using the variance information and analyzed the asymptotic properties of the enhanced data. Then, we proposed an SCPDM based on the asymptotic results. Results: Finally, we compared the SCPDM with two other main change point detection models and verified that the SCPDM is superior to other models using WMDD change point detection by the simulation method. Limitations: This paper also have several limitations. First, we only discussed that are independent with normal distribution and single change point. Second, the reason why the relationship between and has an important influence on the accuracy of change point detection is not discussed in depth. We only defined the ratio boundary of WMDD by experience and simulation. Conclusions: Traditional change point detection models may become insensitive or ineffective for WMDD. We gave some asymptotic analysis and established a enhanced change point detection model (SCPDM) based on the asymptotic results. Compared with the traditional method, SCPDM can effectively detect the change point.

submitted time 2019-04-22 Hits999, Downloads192, Comment 0

2. chinaXiv:201809.00188 [pdf]

排序下PPS抽样估计量的修正与使用.pdf

王峰
Subjects: Statistics >> Mathematical Statistics

被广大事物具有齐夫现象的启发,本文提出了排序后PPS抽样方法,连被来了修正汉森-赫维茨估计量及其在差。在这个过程中本文解决了,长期以来抽样调查实践中将主要单元直接入样时,些微重要单元直接入样没有明显方法的题材,本文为来了驳斥根据和实际的规定方法。末了通过一个例和中华城市人口抽样调查的案例,展示了修正汉森-赫维茨估计量的优势,连对当下同研究方法做了总结和展望。

submitted time 2018-09-26 Hits1308, Downloads489, Comment 0

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