Combined change detector based on competitive filters and statistical tests
Article No.: 31, Pages 1 - 6
Abstract
A method for detection of changes in one-dimensional data based on a combination of a detector consisting of competitive filters and statistical tests is elaborated. Using synthetic data, without noise and with noise of various strengths, our method is compared with the V-Box method and the CUSUM chart. The efficiency of the algorithms is evaluated in terms of the true positive rate and the false positive rate. The performance of the proposed change detector is demonstrated to be reasonable. The method can be applied to any kind of one-dimensional data, especially to time series.
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- Combined change detector based on competitive filters and statistical tests
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Published In
January 2019
208 pages
ISBN:9781450360852
DOI:10.1145/3309772
- Conference Chairs:
- Nicolai Petkov,
- Nicola Strisciuglio,
- Carlos M. Travieso
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Published: 07 January 2019
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APPIS 2019
APPIS 2019: 2nd International Conference on Applications of Intelligent Systems
January 7 - 9, 2019
Las Palmas de Gran Canaria, Spain
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