A Deep Learning Approach for Change Points Detection in InSAR Time Series
نویسندگان
چکیده
Interferometric SAR (InSAR) algorithms exploit synthetic aperture radar (SAR) images to estimate ground displacements, which are updated at each new satellite acquisition, over wide areas. The analysis of the resulting time series finds its application, among others, in monitoring tasks regarding seismic faults, subsidence, landslides, and urban structures, for an accurate timely response is required. Typical analyses consist identifying numerous ones that exhibit anomalous displacement, thus deserving be further investigated. In practice, this realized by selecting characterized trend changes w.r.t. historical behavior. work, we propose a deep learning approach change point detection InSAR series. designed architecture combines long short-term memory (LSTM) cells, model temporal correlation samples input series, time-gated LSTM (TGLSTM) consider sampling rate as additional information during learning. We solution lack truth developing suitable pipeline realistic data simulation. method has been developed validated through large suite experiments. Both quantitative qualitative have conducted demonstrate capabilities learned how it valid alternative statistical reference algorithm. applied real continuous project analyze Tuscany region Italy, proving effectiveness domain.
منابع مشابه
Bayesian approach to change points detection in time series
Change points detection in time series is an important area of research in statistics, has a long history and has many applications. However, very often change point analysis is only focused on the changes in the mean value of some quantity in a process. In this work we consider time series with discrete point changes which may contain a finite number of changes of probability density functions...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
Testing for Change Points in Time Series
This article considers the CUSUM-based (cumulative sum) test for a change point in a time series. In the case of testing for a mean shift, the traditional Kolmogorov–Smirnov test statistic involves a consistent long-run variance estimator, which is needed to make the limiting null distribution free of nuisance parameters. The commonly used lag-window type long-run variance estimator requires to...
متن کاملDetection of Multiple Change–Points in Multivariate Time Series
We consider the multiple change–point problem for multivariate time series, including strongly dependent processes, with an unknown number of change–points. We assume that the covariance structure of the series changes abruptly at some unknown common change–point times. The proposed adaptive method is able to detect changes in multivariate i.i.d., weakly and strongly dependent series. This adap...
متن کاملDynamic detection of change points in long time series
We consider the problem of detecting change points (structural changes) in long sequences of data, whether in a sequential fashion or not, and without assuming prior knowledge of the number of these change points. We reformulate this problem as the Bayesian filtering and smoothing of a non standard state space model. Towards this goal, we build a hybrid algorithm that relies on particle filteri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Geoscience and Remote Sensing
سال: 2022
ISSN: ['0196-2892', '1558-0644']
DOI: https://doi.org/10.1109/tgrs.2022.3155969