arXiv subjects

QiQi Lu

Publications and source records attributed to QiQi Lu.

5 recordsLinked to original sources

arXiv2026

Changepoint Detection in Categorical Time Series with Application to Daily Total Cloud Cover in Canada

Changepoints are essential for homogenizing categorical time series and analyzing their trends and variations. The original total cloud cover in Canada was recorded hourly in tenths (or eighths), exhibiting inherent seasonality and serial correlation. Lu and Wang (2012) introduced an extended cumulative logit model to detect shifts in the annual frequencies of cloud cover conditions. While annual aggregation mitigates seasonality and serial correlation, it shortens the time series and may lead to overdispersion. This article introduces a marginalized transition model to detect a single changepoint in periodic and serially correlated categorical time series. The model captures serial dependence using a first-order Markov chain and enables category-specific changepoint specification. To enhance computational efficiency, we develop a new parameter estimation procedure for obtaining maximum likelihood estimates. A maximally selected likelihood ratio test statistic is then proposed to test for sudden changes in categorical time series, and the method is illustrated using daily total cloud cover observations recorded at 9 a.m. and 3 p.m. at Fort St. John Airport, British Columbia, Canada.

stat.ME↗

arXiv2026

Genetic Algorithms in Regression

Many statistical problems involve optimization over a discrete parameter space having an unknown dimension. In such settings, gradient-based methods often fail due to the non-differentiability of the objective function or a non-convex or massive search space with an objective function having many local maxima/minima. This paper presents GAReg, a unified genetic algorithm package that handles discrete optimization regression problems, which works well when standard algorithms are unjustified. GAReg provides a compact chromosome representation supporting optimal knot placement for regression splines, best-subset regression variable selection, and related problems. The package allows for uniform initialization, constraint-preserving crossover and mutation, steady-state replacement, and an optional island-model parallelization. GAReg efficiently searches high-dimensional model spaces, providing near-optimal solutions in settings where exhaustive enumeration or integer or dynamic programming approaches are infeasible.

stat.AP↗

arXiv2024

changepointGA: An R package for Fast Changepoint Detection via Genetic Algorithm

Detecting changepoints in a time series of length $N$ entails evaluating up to $2^{N-1}$ possible changepoint models, making exhaustive enumeration computationally infeasible. Genetic algorithms (GAs) provide a stochastic way to identify the structural changes: a population of candidate models evolves via selection, crossover, and mutation operators until it converges on one changepoint model that balances the goodness-of-fit with parsimony. The R package changepointGA encodes each candidate model as an integer chromosome vector and supports both the basic single-population model GA and the island model GA. Parallel computing is implemented on multi-core hardware to further accelerate computation. Users may supply custom fitness functions or genetic operators, while a user-friendly wrapper streamlines routine analyses. Extensive simulations demonstrate that our package runs significantly faster than binary-encoded GA alternatives. Additionally, this package can simultaneously locate changepoints and estimate their effects, as well as other model parameters and any integer-valued hyperparameters. Applications to array-based comparative genomic hybridization data and a century-long temperature series further highlight the package's value in biological and climate research.

stat.CO↗

arXiv2023

Missing Data Imputation and Multilevel Conditional Autoregressive Modeling of Spatial End-Stage Renal Disease Incidence

End-stage renal disease has many adverse complications associated with it leading to 20-50% higher mortality rates in people than those without the disease. This makes it one of the leading causes of death in the United States. This article analyzes the incidence of end-stage renal disease in 2019 in Florida using a multilevel Conditional Autoregressive model under a Bayesian framework at both the Zip Code Tabulation Area and facility levels. The effects of some social factors and indicators of health on the standardized hospitalization ratio of dialysis facilities are quantified. Additionally, as kidney research studies are posed with a great burden due to missing data, we introduce a novel method to impute missing spatial data using spatial state space modeling. The outcomes of this study offer potentially valuable insights for policymakers aiming to develop strategies that enhance healthcare and service quality for disadvantaged populations.

stat.AP↗

arXiv2010

An MDL approach to the climate segmentation problem

This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.

stat.AP↗