Consider this time series 12, 11, 14, 20, 14, 16, 15. You would like to use Sullivan’s change point algorithm on this data set. Compute the first boundary to be removed assuming the process standard deviation is 1. List the location and the new cluster mean. Show all work.
Consider this time series 12, 11, 14, 20, 14, 16, 15. You would like to use Sullivan’s change point algorithm on this data set. Compute the first boundary to be removed assuming the process standard deviation is 1. List the location and the new cluster mean. Show all work.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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Consider this time series 12, 11, 14, 20, 14, 16, 15. You would like to use Sullivan’s change point algorithm on this data set.
Compute the first boundary to be removed assuming the process standard deviation is 1. List the location and the new cluster
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