"Overall, the book gives a clear and systematic presentation of models
and methods. It will be an excellent source for theoretical and applied
statisticians who are interested in research on change-point analysis
and its applications to many areas." --Mathematical Reviews (Review
of the First Edition)
This revised and expanded second edition is an in-depth study of the
change point problem from a general point of view, as well as a further
examination of change point analysis of the most commonly used
statistical models. Change point problems are encountered in such
disciplines as economics, finance, medicine, psychology, signal
processing, and geology, to mention only several. More recently, change
point analysis has been found in extensive applications related to
analyzing biomedical imaging data, array Comparative Genomic
Hybridization (aCGH) data, and gene expression data. These more recent
applications infuse further research work on change point problems,
adding significantly to the literature of statistical change point
analysis.
Key features and topics:
* Clear and systematic exposition with a great deal of introductory
material included
* Different models are presented in each chapter, including gamma and
exponential models, rarely examined thus far in the literature
* Additional models covered in detail: the multivariate normal,
univariate normal, regression, discrete models, hazard function model,
smooth-and-abrupt change point model, and epidemic change point models
* Extensive examples emphasize key concepts and different methodologies
used, namely the likelihood ratio criterion as well as the Bayesian and
information criterion approaches
* An up-to-date comprehensive bibliography and two indices
New to the second edition:
* New examples of change point analysis in modern molecular biology and
other fields such as finance and air traffic control
* Two new sections of applications of the underlying change point
models in analyzing the array Comparative Genomic Hybridization (aCGH)
data for DNA copy number changes
* A new chapter on change points in the hazard function
* A new chapter on other practical change point models such as the
epidemic change point model and a smooth-and-abrupt change point model
