Heteroscedastic Change Point Analysis and Application to Footprint Data

Analysis of footprint data is important in the tire industry. Estimation procedures for multiple change points and unknown parameters in a segmented regression model with unknown heteroscedastic variances are developed for analyzing such data. Our approaches include both likelihood and Bayesian, with and without continuity constraints at the change points. A model selection procedure is also proposed to choose among competing models for fitting a middle segment of the data between change points. We study the performance of the two approaches and apply them to actual tire data examples. Our Maximization－Maximization－Posterior (MMP) algorithm and the likelihood－based estimation are found to be complimentary to each other.

並列關鍵字

Change point analysis ； segmented regression ； piecewise or joinpoint regression ； heteroscedastic variance ； likelihood and Bayesian methods ； algorithms ； model selection ； footprint and tire data

被引用紀錄

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國際替代計量

Heteroscedastic Change Point Analysis and Application to Footprint Data

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