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Detecting and Estimating the Time of Single Step Change in Nonlinear Profiles, M.Sc. Thesis Sharif University of Technology ; Mahlooji, Hashem (Supervisor)
Abstract
This effort attempts to study the change point problem in the area of non-linear profiles. Two methods for estimating the time of a single step change is proposed. In the first method a model consisting of two networks which is based on artificial neural networks is proposed. These networks are different only in their training data. One network is trained for ascending segments of the profile and the other is trained for descending segments of the profile. In the second method the maximum likelihood estimator (MLE) of the single step change is analyzed. Due to the complexity of estimating the parameters of the non-linear model by MLE, this estimator is based on the difference between the...
Cataloging briefDetecting and Estimating the Time of Single Step Change in Nonlinear Profiles, M.Sc. Thesis Sharif University of Technology ; Mahlooji, Hashem (Supervisor)
Abstract
This effort attempts to study the change point problem in the area of non-linear profiles. Two methods for estimating the time of a single step change is proposed. In the first method a model consisting of two networks which is based on artificial neural networks is proposed. These networks are different only in their training data. One network is trained for ascending segments of the profile and the other is trained for descending segments of the profile. In the second method the maximum likelihood estimator (MLE) of the single step change is analyzed. Due to the complexity of estimating the parameters of the non-linear model by MLE, this estimator is based on the difference between the...
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