- Tytuł:
- Semi-parametric modification of cumulative sum algorithms for the change-point detection of non-Gaussian sequences
- Autorzy:
-
Zabolotnii, S. W
Warsza, Z. L. - Powiązania:
- https://bibliotekanauki.pl/articles/114188.pdf
- Data publikacji:
- 2015
- Wydawca:
- Stowarzyszenie Inżynierów i Techników Mechaników Polskich
- Tematy:
-
change point
CUSUM algorithm
non-Gaussian sequence
stochastic polynomial
high order statistics - Opis:
- The expansion of logarithm likelihood ratio in the stochastic series to find the sequential change-point detection of non-Gaussian sequences is used. The moment criteria of the minimum of upper limit error probabilities sum to find the expansion coefficients is applied. The proposed method is a semi-parametric type of cumulative sum (CUSUM) algorithm which needs of higher-order statistics. Results show that polynomial algorithms are more effective in comparison with similar non-parametric procedures.
- Źródło:
-
Measurement Automation Monitoring; 2015, 61, 12; 532-534
2450-2855 - Pojawia się w:
- Measurement Automation Monitoring
- Dostawca treści:
- Biblioteka Nauki