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盛行变点模子的检测与估量剖析

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盛行变点模子的检测与估量剖析

Simultaneous Detection and Estimation Analysis for the Epidemic Change Point Model

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择要: 基于职称论文发布结合检测与估量的头脑, 本文综合思索盛行变点的检测题目与变点地位的估量题目, 树立了最优统计决议计划模子, 并给出算法. 提出的办法不只可以检测能否存在变点, 并且同时提供变点存在状况下变点地位的估量, 还可依据实践需求完成检测成效和估量功能的折衷. 数值模仿的剖析表现了办法的无效性.
要害词: 盛行变点; 结合检测与估量; 最优统计决议计划
WANG Wei, ZHOU Jie
(  College of Mathematics, Sichuan University, Chengdu 610064;  )
Abstract: Based on the strategy of joint detection and estimation, an optimal statistical decision is modeling by integrating the detection of the epidemic change point and estimation of positions of change point. The presented approach can not only detect whether the change point exists, but also estimate the positions of the change point. In addition, it provides a trade-off between the detection power and estimation performance for practical applications. Some numerical simulations are provided to demonstrate the effectiveness of the proposed method.
Keywords: Epidemic change point; joint detection and estimation; optimal statistical decision

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