Structural change detection in ordinal time series.

Change-point detection in health care data has recently obtained considerable attention due to the increased availability of complex data in real-time. In many applications, the observed data is an ordinal time series. Two kinds of test statistics are proposed to detect the structural change of cumu...

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Autores principales: Fuxiao Li, Mengli Hao, Lijuan Yang
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Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2021
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Acceso en línea:https://doaj.org/article/f4b1d3de2ac54d2888b4f52fbc457dbd
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spelling oai:doaj.org-article:f4b1d3de2ac54d2888b4f52fbc457dbd2021-12-02T20:18:04ZStructural change detection in ordinal time series.1932-620310.1371/journal.pone.0256128https://doaj.org/article/f4b1d3de2ac54d2888b4f52fbc457dbd2021-01-01T00:00:00Zhttps://doi.org/10.1371/journal.pone.0256128https://doaj.org/toc/1932-6203Change-point detection in health care data has recently obtained considerable attention due to the increased availability of complex data in real-time. In many applications, the observed data is an ordinal time series. Two kinds of test statistics are proposed to detect the structural change of cumulative logistic regression model, which is often used in applications for the analysis of ordinal time series. One is the standardized efficient score vector, the other one is the quadratic form of the efficient score vector with a weight function. Under the null hypothesis, we derive the asymptotic distribution of the two test statistics, and prove the consistency under the alternative hypothesis. We also study the consistency of the change-point estimator, and a binary segmentation procedure is suggested for estimating the locations of possible multiple change-points. Simulation results show that the former statistic performs better when the change-point occurs at the centre of the data, but the latter is preferable when the change-point occurs at the beginning or end of the data. Furthermore, the former statistic could find the reason for rejecting the null hypothesis. Finally, we apply the two test statistics to a group of sleep data, the results show that there exists a structural change in the data.Fuxiao LiMengli HaoLijuan YangPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 16, Iss 8, p e0256128 (2021)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Fuxiao Li
Mengli Hao
Lijuan Yang
Structural change detection in ordinal time series.
description Change-point detection in health care data has recently obtained considerable attention due to the increased availability of complex data in real-time. In many applications, the observed data is an ordinal time series. Two kinds of test statistics are proposed to detect the structural change of cumulative logistic regression model, which is often used in applications for the analysis of ordinal time series. One is the standardized efficient score vector, the other one is the quadratic form of the efficient score vector with a weight function. Under the null hypothesis, we derive the asymptotic distribution of the two test statistics, and prove the consistency under the alternative hypothesis. We also study the consistency of the change-point estimator, and a binary segmentation procedure is suggested for estimating the locations of possible multiple change-points. Simulation results show that the former statistic performs better when the change-point occurs at the centre of the data, but the latter is preferable when the change-point occurs at the beginning or end of the data. Furthermore, the former statistic could find the reason for rejecting the null hypothesis. Finally, we apply the two test statistics to a group of sleep data, the results show that there exists a structural change in the data.
format article
author Fuxiao Li
Mengli Hao
Lijuan Yang
author_facet Fuxiao Li
Mengli Hao
Lijuan Yang
author_sort Fuxiao Li
title Structural change detection in ordinal time series.
title_short Structural change detection in ordinal time series.
title_full Structural change detection in ordinal time series.
title_fullStr Structural change detection in ordinal time series.
title_full_unstemmed Structural change detection in ordinal time series.
title_sort structural change detection in ordinal time series.
publisher Public Library of Science (PLoS)
publishDate 2021
url https://doaj.org/article/f4b1d3de2ac54d2888b4f52fbc457dbd
work_keys_str_mv AT fuxiaoli structuralchangedetectioninordinaltimeseries
AT menglihao structuralchangedetectioninordinaltimeseries
AT lijuanyang structuralchangedetectioninordinaltimeseries
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