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Wyszukujesz frazę "change-point" wg kryterium: Wszystkie pola


Tytuł:
Change Point Determination in Audio Data Using Auditory Features
Autorzy:
Maka, T.
Powiązania:
https://bibliotekanauki.pl/articles/226762.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
audio change point detection
auditory features
gammatone filter bank
Opis:
The study is aimed to investigate the properties of auditory-based features for audio change point detection process. In the performed analysis, two popular techniques have been used: a metric-based approach and the ∆BIC scheme. The efficiency of the change point detection process depends on the type and size of the feature space. Therefore, we have compared two auditory-based feature sets (MFCC and GTEAD) in both change point detection schemes. We have proposed a new technique based on multiscale analysis to determine the content change in the audio data. The comparison of the two typical change point detection techniques with two different feature spaces has been performed on the set of acoustical scenes with single change point. As the results show, the accuracy of the detected positions depends on the feature type, feature space dimensionality, detection technique and the type of audio data. In case of the ∆BIC approach, the better accuracy has been obtained for MFCC feature space in the most cases. However, the change point detection with this feature results in a lower detection ratio in comparison to the GTEAD feature. Using the same criteria as for ∆BIC, the proposed multiscale metric-based technique has been executed. In such case, the use of the GTEAD feature space has led to better accuracy. We have shown that the proposed multiscale change point detection scheme is competitive to the ∆BIC scheme with the MFCC feature space.
Źródło:
International Journal of Electronics and Telecommunications; 2015, 61, 2; 185-190
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
GNSS positioning error change-point detection in GNSS Positioning Performance Modelling
Autorzy:
Filić, M.
Filjar, R.
Powiązania:
https://bibliotekanauki.pl/articles/117469.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
Tematy:
Global Navigation Satellite System (GNSS)
positioning
Navigation and Timing (PNT)
GNSS Positioning Performance Modelling
GNSS Positioning Error Change-point Detection
GNSS Positioning Performance
GNSS Resilience
GNSS Utilisation Risk Mitigation
GNSS Positioning Performance Degradation
Opis:
Provision of uninterrupted and robust Positioning, Navigation, and Timing (PNT) services is essential task of Global Navigation Satellite Systems (GNSS) as an enabling technology for numerous technology and socio-economic applications, a cornerstone of the modern civilisation, a public goods, and an essential component of a national infrastructure. GNSS resilience may be accomplished only with complete understanding of the causes of GNSS positioning performance disruptions and degradations, presented in a form of applications- and scenarios-related models. Here the application of change-point detection methods is proposed and demonstrated in a selected scenario of a fast-developing ionospheric storm’s impact on GNSS positioning performance, as a novel contribution to forecasting GNSS positioning performance model development and GNSS utilisation risk mitigation.
Źródło:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2019, 13, 3; 575-579
2083-6473
2083-6481
Pojawia się w:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Application of Bootstrapping for CUSUM Test in Mean Change-Point Model and Forecasting
Autorzy:
Rois, Rumana
Prima, Afsana Tasnim
Shanta, Munia Afroza
Powiązania:
https://bibliotekanauki.pl/articles/1075648.pdf
Data publikacji:
2019
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
AMOC model
CUSUM test
asymptotic critical value
bootstrap critical value
change-point
extreme value distribution
Opis:
Application of change-point analysis increases as more data sets are collected in a wide variety of fields. Detection of change-point is useful in modeling and prediction of time series, especially, it has a significant impact on forecasting. The critical value of a test is required to conduct that test in detecting change-point. The calculation of the critical values is based on the distributional asymptotics of the test statistics under the null hypothesis. Cumulative sum (CUSUM) test is a popular change-point test in location model. The convergence of the limit distribution of the CUSUM test statistic is rather slow. Antoch and Hušková (2001) suggested that the critical value of the permutation test, a test based on the bootstrap principle, performs better than the asymptotic critical value of CUSUM test in location model. Inspired by them, we consider a change in the mean with i.i.d. errors to evaluate the performance of the bootstrap and the asymptotic critical values of CUSUM test to the simulated and real data. We used the monthly average rainfall in Cumilla, a district in Bangladesh, from 1948 to 2013 as a real data. We also motivated to develop a forecasting model taking into accout of the detected change-point. The result demonstrates that the performance of the bootstrap critical value of CUSUM test is better than the asymptotic one for both the simulated and real data. Moreover, the accuracy of the monthly average rainfall forecasting in Cumilla is improved by considering the valid change-point in modeling.
Źródło:
World Scientific News; 2019, 125; 217-229
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Identification of the change-point of a distribution in a sequence of random variables
Autorzy:
Schulze, U.
Powiązania:
https://bibliotekanauki.pl/articles/748634.pdf
Data publikacji:
1986
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Research exposition
Bayesian problems
Hypothesis testing
Point estimation
Opis:
Artykuł nie zawiera streszczenia
The article contains no abstract
Źródło:
Mathematica Applicanda; 1986, 14, 28
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Global and local trend analysis and change-point analysis of selected financial and market indices
Autorzy:
Ballova, Dominika
Powiązania:
https://bibliotekanauki.pl/articles/384353.pdf
Data publikacji:
2019
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
trend analysis
change-point analysis
cluster analysis
Opis:
From the macroeconomic point of view, the stock index is the best indicator of the behavior of the stock market. Stock indices fulfill different functions. One of their most important functions is to observe developments of the stock market situation. Therefore, it is crucial to describe the long-term development of indices and also to find moments of abrupt changes. Another interesting aspect is to find those indices that have evolved in a similar way over time. In this article, using trend analysis, we will uncover the global evolution of selected indices. After evaluating the global trend in the series we compare the results with local trend analysis. Other goal is to detect the moments in which this development suddenly changed using the change-point analysis. By means of cluster analysis, we find those indices that are most similar in long-term development. In each analysis, we select the most appropriate methods and compare their results.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2019, 13, 3; 56-63
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the choice of parameters of change-point detection with application to stock exchange data
Autorzy:
Jaworski, Stanisław
Furmańczyk, Konrad
Powiązania:
https://bibliotekanauki.pl/articles/453355.pdf
Data publikacji:
2011
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:
V-Box Chart
mini-max rule, normal
distribution
Opis:
Our paper is devoted to the study of V-Box Chart method in a parametric model. This algorithm is proposed to be used in the change-point detection in a sequence of observations. The choice of parameters in such an algorithm is heuristic. In our paper we use the mini-max rule for this choice and we control the probability that no signal is given, when the process is out of control as well as the probability of false alarm. We apply this algorithm to the detection of a change in stock exchange data.
Źródło:
Metody Ilościowe w Badaniach Ekonomicznych; 2011, 12, 1; 87-96
2082-792X
Pojawia się w:
Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:
Biblioteka Nauki
Artykuł
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
Artykuł
Tytuł:
Change-point detection in CO2 emission-energy consumption nexus using a recursive Bayesian estimation approach
Autorzy:
Awe, Olushina Olawale
Adepoju, Abosede Adedayo
Powiązania:
https://bibliotekanauki.pl/articles/1358349.pdf
Data publikacji:
2020-03-23
Wydawca:
Główny Urząd Statystyczny
Tematy:
dynamic model
Bayesian inference
CO2
climate change
energy
Opis:
This article focuses on the synthesis of conditional dependence structure of recursive Bayesian estimation of dynamic state space models with time-varying parameters using a newly modified recursive Bayesian algorithm. The results of empirical applications to climate data from Nigeria reveals that the relationship between energy consumption and carbon dioxide emission in Nigeria reached the lowest peak in the late 1980s and the highest peak in early 2000. For South Africa, the slope trajectory of the model descended to the lowest in the mid-1990s and attained the highest peak in early 2000. These changepoints can be attributed to the economic growth, regime changes, anthropogenic activities, vehicular emissions, population growth and industrial revolution in these countries. These results have implications on climate change prediction and global warming in both countries, and also shows that recursive Bayesian dynamic model with time-varying parameters is suitable for statistical inference in climate change and policy analysis.
Źródło:
Statistics in Transition new series; 2020, 21, 1; 123-136
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Physiological background of the change point in VO2 and the slow component of oxygen uptake kinetics
Autorzy:
Zoladz, J.A.
Korzeniewski, B.
Powiązania:
https://bibliotekanauki.pl/articles/69946.pdf
Data publikacji:
2001
Wydawca:
Polskie Towarzystwo Fizjologiczne
Tematy:
muscle fatigue
acid-base status
kinetics
exercise
respiratory muscle
oxygen uptake
Źródło:
Journal of Physiology and Pharmacology; 2001, 52, 2
0867-5910
Pojawia się w:
Journal of Physiology and Pharmacology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
About robust detection of a breakdown point in selected linear regression models
O odpornym wykrywaniu punktu zmiany tendencji w wybranych modelach regresji liniowej
Autorzy:
Kosiorowski, Daniel
Powiązania:
https://bibliotekanauki.pl/articles/907040.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
change-point
regression depth
schwarz information criterion
Opis:
In this paper an approach appealing to a regression depth concept is applied to a robust detection of points (moments) of a regression coefficients change. The propositions are compared with propositions based on Schwarz information criterion and discussed in the context of linear mixed models.
W referacie przedstawiamy pewne propozycje dotyczące odpornego wykrywania punktu (chwili), w którym następuje zmiana współczynników regresji liniowej. Propozycje odwołują się do koncepcji głębi regresyjnej przedstawionej przez Rousseeuw i Hubert (1998). Własności proponowanego podejścia porównujemy z podejściem wykorzystującym kryterium informacyjne Schwarza oraz dyskutujemy je w kontekście liniowych modeli mieszanych.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2008, 216
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł

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