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A Flexible Changepoint Methodology in a Bayesian Framework: Theory and Application
Bent-cable regression is an appealing statistical tool to model changepoint data. The model assumes a continuous function comprised of three segments connected together: two linear segments to describe the incoming and outgoing phases, joined by a quadratic function to model the transition zone. As demonstrated in this study, the assumption of a quadratic bend can lead to the starting and the end points of the transition to be either underestimated or overestimated. We propose a generalization of the bent-cable model to overcome this problem. The generalized model retains the interpretability of the regression coefficients, while improves the accuracy of locating the transition phase. We consider a comparison among the quadratic bent-cable, generalized bent-cable and piecewise linear models in analyzing both real-world and simulated data. This study suggests that the proposed generalization can be valuable in adequately describing different types of changepoint data.
Date and Time
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Additional Authors and Speakers (not including you)
Setu Kar
University of Saskatchewan
Language of Oral Presentation
English
Language of Visual Aids
English

Speaker

Edit Name Primary Affiliation
Shahedul Khan University of Saskatchewan