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流行变点模型的检测与估计分析

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流行变点模型的检测与估计分析

Simultaneous Detection and Estimation Analysis for the Epidemic Change Point Model

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摘要: 基于职称论文发表联合检测与估计的思想, 本文综合考虑流行变点的检测问题与变点位置的估计问题, 建立了最优统计决策模型, 并给出算法. 提出的方法不仅能够检测是否存在变点, 而且同时提供变点存在情况下变点位置的估计, 还可根据实际需要实现检测功效和估计性能的折中. 数值模拟的分析显示了方法的有效性.
关键词: 流行变点; 联合检测与估计; 最优统计决策
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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