A marginalized transition model with Markov dependence and category-specific changepoint specification is developed for detecting shifts in serially correlated categorical time series, demonstrated on Canadian cloud cover observations.
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stat.ME 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
The authors develop npd residuals for categorical data via jittering, show through simulations that they detect structural and parameter misspecifications, compare performance to chi-square tests, and demonstrate utility on a real toenail infection dataset.
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Changepoint Detection in Categorical Time Series with Application to Daily Total Cloud Cover in Canada
A marginalized transition model with Markov dependence and category-specific changepoint specification is developed for detecting shifts in serially correlated categorical time series, demonstrated on Canadian cloud cover observations.
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Development and performance of npd for the evaluation of models with ordinal data
The authors develop npd residuals for categorical data via jittering, show through simulations that they detect structural and parameter misspecifications, compare performance to chi-square tests, and demonstrate utility on a real toenail infection dataset.