TITLE:
Assessing the Robustness of the Negative Binomial Multiple Change Point Algorithm Using Synthetic Data
AUTHORS:
Shalyne Nyambura, Anthony Waititu, Antony Wanjoya, Herbert Imboga
KEYWORDS:
Kernel Density Estimation, Precision, Changepoint Location Accuracy, Sensitivity, Negative Binomial Multiple Change Point Algorithm
JOURNAL NAME:
Open Journal of Statistics,
Vol.14 No.6,
December
26,
2024
ABSTRACT: The Negative Binomial Multiple Change Point Algorithm is a hybrid change detection and estimation approach that works well for overdispersed and equidispersed count data. This simulation study assesses the performance of the NBMCPA under varying sample sizes and locations of true change points. Various performance metrics are calculated based on the change point estimates and used to assess how well the model correctly identifies change points. Errors in estimation of change points are obtained as absolute deviations of known change points from the change points estimated under the algorithm. Algorithm robustness is evaluated through error analysis and visualization techniques including kernel density estimation and computation of metrics such as change point location accuracy, precision, sensitivity and false positive rate. The results show that the model consistently detects change points that are present and does not erroneously detect changes where there are none. Change point location accuracy and precision of the NBMCPA increases with sample size, with best results for medium and large samples. Further model accuracy and precision are highest for changes located in the middle of the dataset compared to changes located in the periphery.