3 research outputs found
On the Adaptive Partition Approach to the Detection of Multiple Change-Points
With an adaptive partition procedure, we can partition a “time
course” into consecutive non-overlapped intervals such that the population
means/proportions of the observations in two adjacent intervals are
significantly different at a given level . However, the
widely used recursive combination or partition procedures do not guarantee a
global optimization. We propose a modified dynamic programming algorithm to
achieve a global optimization. Our method can provide consistent estimation
results. In a comprehensive simulation study, our method shows an improved
performance when it is compared to the recursive combination/partition
procedures. In practice, can be determined
based on a cross-validation procedure. As an application, we consider the
well-known Pima Indian Diabetes data. We explore the relationship among the
diabetes risk and several important variables including the plasma glucose
concentration, body mass index and age