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Fall 2013
Data analysis plays an important role in system modeling, monitoring and optimization. Among those data analysis techniques, change point detection has been widely applied in various areas including chemical process, climate monitoring, examination of gene expres- sions and quality control in the...
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Fall 2014
he main aim of this thesis lies in describing, as explicit as possible, the local-risk minimizing strategy for a change-point model. To this end, we analyze and investigate the mathematical structures of this model. The change-point model is a model that starts with a dynamic and switches to...