Detection of mean changes in partially observed functional data
By: Šárka Hudecová, Claudia Kirch
Potential Business Impact:
Finds changes in data even when it's incomplete.
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios, including both abrupt and gradual changes. The significance of the test statistic is assessed via a permutation test. In addition to the classical permutation approach with a fixed number of permutation samples, we also discuss a variant with controlled resampling risk that relies on a random (data-driven) number of permutation samples. The small sample performance of the proposed methodology is illustrated in a Monte Carlo simulation study and an application to real data.
Similar Papers
Monitoring Time Series for Relevant Changes
Methodology
Spots many changes in data over time.
Multiscale Change Point Detection for Functional Time Series
Statistics Theory
Finds many changes hidden in data streams.
Multiscale detection of practically significant changes in a gradually varying time series
Methodology
Finds when things start changing in a big way.