An enhanced evaluation method of sequential probability ratio test
Summary: Accurate event detection has high priority in many technical applications. Events in acquired data series, their duration, and statistical parameters provide useful information about the observed system and about its current state. This information can be used for condition monitoring, state identification, and many kinds of forecasting as well. In some cases background noise covers the events and simple threshold or power monitoring methods cannot be used effectively. A novel method called Scaled Sequential Probability Ratio Test (SSPRT) produces 2D array of data via special cumulative sum calculation. A peak determination algorithm has also been developed to find significant peaks and to store the corresponding data for further evaluation. The method provides straight information about the endpoints and possible duration of the detected events as well as shows their significance level. The new method also gives representative visual information about the structure of detected events. Application example for thermomechanical fatigue test monitoring and another for vibration based rotational speed estimation of a four-cylinder internal combustion engine is discussed in this paper.
- More informative sequential probability ratio tests
- A generalized Shiryayev sequential probability ratio test for change detection and isolation
- Performance analysis of sequential probability ratio test
- Theory and applications of a new methodology for the random sequential probability ratio test
- scientific article; zbMATH DE number 3972013
- A 2-SPRT Based Approach to Multiple-Model Hypothesis Testing for Multi-Distribution Detection
- A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance
- CONTINUOUS INSPECTION SCHEMES
- Fast adaptive algorithms for abrupt change detection
- Fully Distributed Sequential Hypothesis Testing: Algorithms and Asymptotic Analyses
- scientific article; zbMATH DE number 6303356 (Why is no real title available?)
- Identification of the place and materials of Knocking objects in flow induced vibration
- Sequential Tests of Statistical Hypotheses
- Theory and applications of a new methodology for the random sequential probability ratio test
- Truncated SPRTs with application to multivariate normal data
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