Long signal change-point detection
نویسندگان
چکیده
منابع مشابه
Long signal change-point detection
The detection of change-points in a spatially or time ordered data sequence is an important problem in many fields such as genetics and finance. We derive the asymptotic distribution of a statistic recently suggested for detecting change-points. Simulation of its estimated limit distribution leads to a new and computationally efficient change-point detection algorithm, which can be used on very...
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In the present paper, we develop a new efficient approach to detection of abrupt changes in a sequence of recognized digital images, which can be applied to a wide variety of practical problems of digital image processing. The principal idea of this approach consists in transforming an original sample of the observed data to a set of onedimensional statistics and measuring a distance from homog...
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We tackle the change-point problem with data belonging to a general set. We propose a penalty for choosing the number of change-points in the kernel algorithm of Harchaoui and Cappé (2007). This penalty generalizes the one proposed for one dimensional signals by Lebarbier (2005). We prove it satisfies a non-asymptotic oracle inequality by showing new concentration results in Hilbert spaces. Exp...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2016
ISSN: 1935-7524
DOI: 10.1214/16-ejs1164