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Information Approach to Change Point Analysis and its Application to Fiscally Standardized Cities

Hadamuscin, Larry A

Abstract Details

2022, Master of Science (MS), Bowling Green State University, Applied Statistics (Math).
Funds from the federal government often makes up a fraction of cities' yearly revenue, but changes to this source of income can have noticeable effects. By studying these changes, local government can better plan for a loss or gain in federal funds and politicians can have better judgement on where federal funds should go. Change point analysis is concerned with discovering whether a change point exists and its location if one does exist. This thesis explores using the Schwarz Information Criterion (SIC) \citep{schwarz_1978} and the Modified Schwarz Information Criterion (MIC) \cite{TestStat} to detect changes in federal funding to local municipalities. Chapter 3 uses Exploratory Data Analysis (EDA) to obtain a better understanding of the data. The beginning of chapters 3 and 4 discuss the theory of SIC and MIC and it's application to normal models. Power and accuracy simulations are then performed to compare the information criteria. These methods are then applied to the Fiscally Standardized Cities (FiSC) data set to find changes in federal funding to cities and local municipalities. The end of chapters 3 and 4 discuss the theory and application of SIC and MIC to Poisson models. These methods are then used to explore the location of change points that were found earlier in each chapter. SIC and MIC only differ in their complexity terms. The idea of this thesis is to compare the performance of each information criterion with regards to their ability to accurately detect change point in federal funding to cities and local municipalities.
Wei Ning, Ph.D. (Committee Chair)
John Chen, Ph.D. (Committee Member)
Junfeng Shang, Ph.D. (Committee Member)
42 p.

Recommended Citations

Citations

  • Hadamuscin, L. A. (2022). Information Approach to Change Point Analysis and its Application to Fiscally Standardized Cities [Master's thesis, Bowling Green State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1654622121917738

    APA Style (7th edition)

  • Hadamuscin, Larry. Information Approach to Change Point Analysis and its Application to Fiscally Standardized Cities. 2022. Bowling Green State University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1654622121917738.

    MLA Style (8th edition)

  • Hadamuscin, Larry. "Information Approach to Change Point Analysis and its Application to Fiscally Standardized Cities." Master's thesis, Bowling Green State University, 2022. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1654622121917738

    Chicago Manual of Style (17th edition)