This paper presents a simulation study to investigate the behavior of estimates of covariate effects in a Bayesian hierarchical changepoint model. The model is a segmented linear regression model with one changepoint within a fully Bayesian framework. We introduce covariate effects into the model in three ways: as an affect on the interaction term, an affect on the slope after the changepoint, ...

Based on a comprehensive review of previous studies about the threshold effects of financial development on the process of foreign direct investment (FDI) spillovers, the present work roundly measures the financial development from the aspects of scale, structure, and efficiency and applies a multiple threshold regression model to estimate the threshold effects of financial development on FDI s...

Nowadays, increasing time series data has brought new challenges in many domains because their massive instances, dimensions, speed and complexity. In order to solve this problem, data reduction techniques are becoming an integral part of future systems, especially for Monitoring System. Different from most data reduction techniques which are based on information theory, this paper is planning ...

3D objects have become widely available and used in different application domains. Thus, it is becoming fundamental to use, integrate and develop techniques for extracting and maintaining their embedded knowledge. These techniques should be encapsulated in portable and intelligent systems able to semantically annotate the 3D object models in order to improve their usability and indexing, especi...

The Sentinel-1 synthetic aperture radar (SAR) allows sufficient resources for cross-pol wind speed retrievals over the ocean. In this paper, we present technical evaluation on wind retrieval from both Sentinel-1A and Sentinel-1B IW cross-pol images. Algorithms are based on the existing theoretical and empirical ones derived from the RADARSAT-2 cross-pol data. First, to better understand the Sen...

This paper examines the impact of inflows of foreign knowledge on economic development, in the context of different institutional development and differing levels of human capital. We employ threshold regression analysis based on Hansen (2000) to determine whether there is cross-country heterogeneity in the flows of foreign knowledge from advanced industrialised countries to a group of 57 devel...

Segmented line regression has been used in many applications, and the problem of estimating the number of change-points in segmented line regression has been discussed in Kim et al. (2000). This paper studies asymptotic properties of the number of change-points selected by the permutation procedure of Kim et al. (2000). This procedure is based on a sequential application of likelihood ratio typ...

Predicting soil phosphorus (P) needs and P fertilizer requirements is important for plant nutrition and reducing environmental risk. The P requirement (PR) can be calculated from three components: the current status of soil P (P0), soil P buffer coefficient (PBC), and the soil P critical level (PCL). The PBC and PCL can be predicted from soil clay content using linear-plateau models. The PR, PB...

ASYMPTOTICS AND CONFIDENCE ESTIMATION IN SEGMENTED REGRESSION MODELS Rebekah Ann Robinson May 11, 2012 Standard regularity assumptions for regression models are not satisfied in segmented regression models with an unknown change point, and consequently standard asymptotic results and inferential methods for confidence estimation are not applicable. This dissertation considers a clustered segmen...

This work presents the algorithm HANDFIT, an iterative method for continuous piecewise regression with automatic change-points estimation. From an initial guess about the number and positions of the changepoints or hinges, they are iteratively adjusted by Newton-like displacements, with very fast convergence in most cases. The algorithm allows for sufficiently close hinges to be identified, thu...