Advertisement

Nonparametric Methods in Change-Point Problems

  • B. E. Brodsky
  • B. S. Darkhovsky

Part of the Mathematics and Its Applications book series (MAIA, volume 243)

Table of contents

  1. Front Matter
    Pages i-xi
  2. B. E. Brodsky, B. S. Darkhovsky
    Pages 1-10
  3. B. E. Brodsky, B. S. Darkhovsky
    Pages 11-35
  4. B. E. Brodsky, B. S. Darkhovsky
    Pages 36-94
  5. B. E. Brodsky, B. S. Darkhovsky
    Pages 95-150
  6. B. E. Brodsky, B. S. Darkhovsky
    Pages 151-168
  7. B. E. Brodsky, B. S. Darkhovsky
    Pages 169-182
  8. B. E. Brodsky, B. S. Darkhovsky
    Pages 183-198
  9. Back Matter
    Pages 199-209

About this book

Introduction

The explosive development of information science and technology puts in new problems involving statistical data analysis. These problems result from higher re­ quirements concerning the reliability of statistical decisions, the accuracy of math­ ematical models and the quality of control in complex systems. A new aspect of statistical analysis has emerged, closely connected with one of the basic questions of cynergetics: how to "compress" large volumes of experimental data in order to extract the most valuable information from data observed. De­ tection of large "homogeneous" segments of data enables one to identify "hidden" regularities in an object's behavior, to create mathematical models for each seg­ ment of homogeneity, to choose an appropriate control, etc. Statistical methods dealing with the detection of changes in the characteristics of random processes can be of great use in all these problems. These methods have accompanied the rapid growth in data beginning from the middle of our century. According to a tradition of more than thirty years, we call this sphere of statistical analysis the "theory of change-point detection. " During the last fifteen years, we have witnessed many exciting developments in the theory of change-point detection. New promising directions of research have emerged, and traditional trends have flourished anew. Despite this, most of the results are widely scattered in the literature and few monographs exist. A real need has arisen for up-to-date books which present an account of important current research trends, one of which is the theory of non parametric change--point detection.

Keywords

computer parametric statistics probability statistics

Authors and affiliations

  • B. E. Brodsky
    • 1
  • B. S. Darkhovsky
    • 2
  1. 1.Open University RussiaMoscowRussia
  2. 2.Institute for Systems AnalysisRussian Academy of SciencesMoscowRussia

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-015-8163-9
  • Copyright Information Springer Science+Business Media B.V. 1993
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-90-481-4240-8
  • Online ISBN 978-94-015-8163-9
  • Buy this book on publisher's site
Industry Sectors
Pharma
Materials & Steel
Biotechnology
Finance, Business & Banking
IT & Software
Telecommunications
Consumer Packaged Goods
Aerospace
Engineering