搜索结果: 1-6 共查到“管理学 change point detection”相关记录6条 . 查询时间(0.141 秒)
A multiple filter test for change point detection in renewal processes with varying variance
A multiple filter test change point detection renewal processes varying variance
2013/4/27
Non-stationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train record...
We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representi...
Sequential multi-sensor change-point detection
Sequential multi-sensor change-point detection
2012/9/19
We develop a mixture procedure for monitoring parallel streams of data for a change-point that affects only a subset of them, without assuming a spatial structure relating the data streams to one anot...
Homogeneity and change-point detection tests for multivariate data using rank statistics
Homogeneity change-point detection tests multivariate data
2011/7/19
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametri...
Non-parametric change-point detection using string matching algorithms
School of Mathematics, University of Bristol, University Walk, Bristol, BS8 1TW, UK
2011/7/7
Given the output of a data source taking values in a finite alphabet, we wish to detect change-points, that is times when the statistical properties of the source change.
The group fused Lasso for multiple change-point detection
Mines ParisTech CBIO, Fontainebleau, France Institut Curie, Paris, France INSERM U900, Paris, France
2011/7/7
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals.