文章基本信息

标题：A Hybrid Approach to Regime Shift Detection
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作者：Alexander von Eye ; Wolfgang Wiedermann ; Stefan von Weber 等
期刊名称：Journal for Person-Oriented Research
印刷版ISSN：2002-0244
电子版ISSN：2003-0177
出版年度：2019
卷号：5
期号：1
页码：37-49
DOI：10.17505/jpor.2019.04
出版社：Lund University Library
摘要：In this article, we propose a method for the analysis of regime shifts in frequency data. This method identifies those points in the develop- ment of a process for which deviations are most extreme. Based on a statistical model, functions are estimated that describe the process. This description can represent either the entire series of scores or the series before and after a shift point. The shift point can be either given a priori or estimated from the data. The method is hybrid in that it first uses standard models for the estimation of parameters of the process that is examined and then, in a second step, elements of Configural Frequency Analysis. Uni- and multivariate versions of the method are proposed. In data examples, road traffic data from California and Germany are analyzed before and after particular shift points. Extensions of the proposed method are discussed.
其他摘要：In this article, we propose a method for the analysis of regime shifts in frequency data. This method identifies those points in the develop- ment of a process for which deviations are most extreme. Based on a statistical model, functions are estimated that describe the process. This description can represent either the entire series of scores or the series before and after a shift point. The shift point can be either given a priori or estimated from the data. The method is hybrid in that it first uses standard models for the estimation of parameters of the process that is examined and then, in a second step, elements of Configural Frequency Analysis. Uni- and multivariate versions of the method are proposed. In data examples, road traffic data from California and Germany are analyzed before and after particular shift points. Extensions of the proposed method are discussed.
关键词：regime shift; multivariate; Configural Frequency Analysis; log-linear Modeling; linear models