Heteroscedastic Change Point Analysis and Application to Footprint Data
Volume 13, Issue 1 (2015), pp. 157–186
Pub. online: 4 August 2022
Type: Research Article
Open Access
Published
4 August 2022
4 August 2022
Abstract
Abstract: Analysis of footprint data is important in the tire industry. Estimation procedures for multiple change points and unknown parameters in a segmented regression model with unknown heteroscedastic variances are developed for analyzing such data. Our approaches include both likelihood and Bayesian, with and without continuity constraints at the change points. A model selection procedure is also proposed to choose among competing models for fitting a middle segment of the data between change points. We study the performance of the two approaches and apply them to actual tire data examples. Our Maximization–Maximization–Posterior (MMP) algorithm and the likelihood–based estimation are found to be complimentary to each other.