Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
Journal
The Annals of Applied Statistics
Journal Volume
13
Journal Issue
3
ISSN
1932-6157
Date Issued
2019-09-01
Author(s)
Abstract
Motivated by the study of road segmentation partitioned by shifts in traffic conditions along a freeway, we introduce a two-stage procedure, Dynamic Segmentation and Backward Elimination (DSBE), for identifying multiple changes in the mean functions for a sequence of functional data. The Dynamic Segmentation procedure searches for all possible changepoints using the derived global optimality criterion coupled with the local strategy of at-most-one-changepoint by dividing the entire sequence into individual subse-quences that are recursively adjusted until convergence. Then, the Backward Elimination procedure verifies these changepoints by iteratively testing the unlikely changes to ensure their significance until no more changepoints can be removed. By combining the local strategy with the global optimal changepoint criterion, the DSBE algorithm is conceptually simple and easy to implement and performs better than the binary segmentation-based approach at detecting small multiple changes. The consistency property of the changepoint estimators and the convergence of the algorithm are proved. We apply DSBE to detect changes in traffic streams through real freeway traffic data. The practical performance of DSBE is also investigated through intensive simulation studies for various scenarios. © Institute of Mathematical Statistics, 2019.
Subjects
Changepoint analysis
Covariance operator
Functional principal component
Projection
Segmentation
Publisher
Institute of Mathematical Statistics
Type
journal article