Multi-sensor slope change detection

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Multi-sensor slope change detection

We develop a mixture procedure for multi-sensor systems to monitor data streams for a change-point that causes a gradual degradation to a subset of the streams. Observations are assumed to be initially normal random variables with known constant means and variances. After the change-point, observations in the subset will have increasing or decreasing means. The subset and the rate-of-changes ar...

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ژورنال

عنوان ژورنال: Annals of Operations Research

سال: 2016

ISSN: 0254-5330,1572-9338

DOI: 10.1007/s10479-016-2185-5