Premises of creation of Internet portal designed to provide access to participants of educational and scientific process for the joint creation, consolidation, concentration and rapid spreading of educational and scientific information resources in its own depository are considered. CMS-based portal content management systems’ potentiality is investigated. Architecture for Internet portal of MES of Ukraine’s information resources is offered.

Створення порталу інформаційно-довідкових ресурсів міністерства освіти і науки україни

Detection of Abrupt Changes: Theory and Applications.

This chapter is concerned with methodological issues related to estimation, testing and computation in the context of structural changes in the linear models. A central theme of the review is the interplay between structural change and unit root and on methods to distinguish between the two. The topics covered are: methods related to estimation and inference about break dates for single equations with or without restrictions, with extensions to multi-equations systems where allowance is also made for changes in the variability of the shocks; tests for structural changes including tests for a single or multiple changes and tests valid with unit root or trending regressors, and tests for changes in the trend function of a series that can be integrated or trendstationary; testing for a unit root versus trend-stationarity in the presence of structural changes in the trend function; testing for cointegration in the presence of structural changes; and issues related to long memory and level shifts. Our focus is on the conceptual issues about the frameworks adopted and the assumptions imposed as they relate to potential applicability. We also highlight the potential problems that can occur with methods that are commonly used and recent work that has been done to overcome them.

/pdf/dealing-with-structural-breaks-58hiovnjl0.pdf

Dealing with Structural Breaks

After a brief survey of a large variety of sequential detection procedures that are widely scattered in statistical references on quality control and engineering references on fault detection and signal processing, we study some open problems concerning these procedures and introduce a unified theory of sequential changepoint detection. This theory leads to a class of sequential detection rules which are not too demanding in computational and memory requirements for on-line implementation and yet are nearly optimal under several performance criteria.

https://rss.onlinelibrary.wiley.com/doi/pdf/10.1111/j.2517-6161.1995.tb02052.x

Sequential changepoint detection in quality control and dynamical systems

Publisher Summary This chapter discusses fixed sample and the sequential procedures of testing and estimation and describes classical and Bayesian approaches to the change-point problem. It presents Bayesian and maximum likelihood estimation of the location of the shift points. The Bayesian approach is based on modeling the prior distribution of the unknown parameters, adopting a loss function and deriving the estimator, which minimizes the posterior risk. The chapter discusses this approach with an example of a shift in the mean of a normal sequence. The estimators obtained are generally nonlinear complicated functions of the random variables. From the Bayesian point of view, these estimators are optimal. The maximum likelihood estimation of the location parameter of the change point is an attractive alternative to the Bayes estimators. Regression relationship can change at unknown epochs, resulting in different regression regimes that should be detected and identified.

Survey of classical and bayesian approaches to the change-point problem: fixed sample and sequential procedures of testing and estimation

We study a two-sided procedure proposed by E. S. Page for detecting a change in the location of the distribution of a sequence of independent observations which are ordered in time. We approximate the null distribution of Page's statistic and the power of his test for finite sequences. When the procedure is applied to an infinite sequence we approximate the average run length. In order to obtain these approximations we find the distribution function of the range of a Wiener process with drift and the Laplace transform of the time at which the range first exceeds some given value.

/pdf/some-characteristics-of-page-s-two-sided-procedure-for-56de3bovzo.pdf

Naomi B. Robbins

Papers

Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter