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dc.contributor.authorChang, Chih-Hsuanen_US
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dc.description.abstractA fast two-stage dynamic programming (TSDP) algorithm is proposed to estimate the location of multiple change-point for a sequence of data from the simple linear regression model. The TSDP algorithm is divided into two steps. In the first step, we apply the window method for the log-likelihood ratio function to find a subset of candidate change-points, and use the dynamic programming (DP) algorithm on the chosen subset to obtain good initial change-points. In the second step, we apply the DP algorithm again for the change points near the initial chosen change points to find the exact location of change-points. The DP algorithm is time-consuming for a long sequence of data with many change-points, but the TSDP can reduce the computational time. Two real examples including Metabolic pathway data and Stagnant band height data ; as well as, simulation data are investigated for DP and TSDP algorithms. We find that the estimated location of change-points for both DP and TSDP algorithms are the same in real examples, while in simulated data, both algorithms produce comparably similar errors. However, in the comparison of CPU time, the TSDP algorithm is fast and can be up to 72.61 times than DP algorithm. Thus, TSDP algorithm can substantially reduce the computation load in change-points problem.en_US
dc.description.tableofcontents第一章 緒論 1 1.1 研究動機 1 1.2 研究背景 2 1.3 論文架構 5 第二章 模型 6 2.1 改變點模型 6 2.2 動態規劃演算法 7 2.3 二階層動態規劃演算法 10 2.4 概似比函數 公式推導 14 第三章 實例與模擬 17 3.1海拔帶狀停滯水資料 18 3.2代謝途徑資料 20 3.3 模擬資料 23 3.4 模擬結果探討 25 第四章 結論 33 附錄(一) 34 附錄(二) 44 參考文獻 47zh_TW
dc.subjectDynamic programmingen_US
dc.subjectWindow methoden_US
dc.subjectTwo-stage dynamic programmingen_US
dc.title二階層之動態規劃演算法快速估計改變點位置 於簡單線性迴歸模型zh_TW
dc.titleA Two-Stage Dynamic Programming Algorithm to Estimate the Location of Change-Points for Simple Linear Regression Modelen_US
dc.typeThesis and Dissertationzh_TW
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item.openairetypeThesis and Dissertation-
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