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Change-Point Detection in Angular Data

Annals of the Institute of Statistical Mathematics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Grabovsky, Irina, Horváth, Lajos
openaire   +2 more sources

Hubness Change Point Detection

Proceedings of the AAAI Conference on Artificial Intelligence
This study proposes a new change detection method that leverages hubness. Hubness is a phenomenon that occurs in high-dimensional spaces, where certain special data points, known as hub data, tend to be closer to other data points. Hubness is known to degrade the accuracy of methods based on nearest neighbor search.
Ikumi Suzuki, Kazuo Hara, Eiji Murakami
openaire   +1 more source

Change‐point detection in panel data

Journal of Time Series Analysis, 2012
We consider N panels and each panel is based on T observations. We are interested to test if the means of the panels remain the same during the observation period against the alternative that the means change at an unknown time. We provide tests which are derived from a likelihood argument and they are based on the adaptation of the CUSUM method to ...
Horváth, Lajos, Hušková, Marie
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Detecting change-points in Markov chains

Computational Statistics & Data Analysis, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Detecting points of change in time series

Computers & Operations Research, 1989
Abstract A performance comparison study of six time-series change detection procedures via forecast-monitoring simulation is presented. Four of the procedures are due to Brown [1], Page [2], Box and Tiao [3] and Gardner [4]. The other two sequential detection schemes are developed in this paper; the first is based on Bagshaw and Johnson [5], while ...
Tep Sastri, Benito Flores, Juan Valdés
openaire   +1 more source

Change-Point Detection in Kinetic Signals

2000
A method to precisely determine the onset of voluntary discrete movements in kinetic signals (e.g. joint angle) is presented. The movement onset is identified as an abrupt change in the (time varying) parameters of a statistical process model. An adaptive Kalman whitening filter transforms the digitized kinetic signal into a sequence of innovations ...
Gerhard H. Staude, Werner Wolf
openaire   +1 more source

Detecting change-points in multidimensional stochastic processes

Computational Statistics & Data Analysis, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Change detection of urban objects using 3D point clouds: A review

ISPRS Journal of Photogrammetry and Remote Sensing, 2023
Uwe Stilla, Yusheng Xu
exaly  

Image Feature Information Extraction for Interest Point Detection: A Comprehensive Review

IEEE Transactions on Pattern Analysis and Machine Intelligence, 2023
Junfeng Jing   +2 more
exaly  

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