Algorithm for overlapping estimation of common change-sets in spatial data of fixed size
Leonid Torgovitski

TL;DR
This paper introduces a flexible scan-based method for estimating common change-sets in spatio-temporal data, effectively handling irregular shapes and multiple change regions through overlapping local estimates.
Contribution
It presents a novel overlapping estimation approach that combines local CUSUM estimates to accurately identify multiple change-sets in complex spatial data.
Findings
Method performs well in simulations
Effective for irregularly shaped change regions
Handles multiple change regions simultaneously
Abstract
We propose a flexible class of estimates for "common change in the mean" sets in spatio-temporal data. We rely on a scan type approach by subdividing the spatial observations into suitable overlapping regions to which classical CUSUM (cumulative sums) estimates may then be applied separately. The aggregated "local" estimates are used to construct consistent "global" estimates of the change set(s) by taking the overlapping structure into account. The domain and the change regions may have irregular shapes and the suggested procedure is especially suited for estimation of multiple change regions. The performance is demonstrated in a simulation study.
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Taxonomy
TopicsStatistical Methods and Inference · Spatial and Panel Data Analysis · Bayesian Methods and Mixture Models
