• Corpus ID: 245836921

Bayesian Changepoint Estimation for Spatially Indexed Functional Time Series (preprint)/ en

@inproceedings{Wang2022BayesianCE,
  title={Bayesian Changepoint Estimation for Spatially Indexed Functional Time Series (preprint)/ en},
  author={Mengchen Wang and Trevor Harris and B. Li},
  year={2022}
}
We propose a Bayesian hierarchical model to simultaneously estimate mean based changepoints in spatially correlated functional time series. Unlike previous methods that assume a shared changepoint at all spatial locations or ignore spatial correlation, our method treats changepoints as a spatial process. This allows our model to respect spatial heterogeneity and exploit spatial correlations to improve estimation. Our method is derived from the ubiquitous cumulative sum (CUSUM) statistic that… 

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