Detection of abrupt changes: theory and application
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- Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
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Cited in
(only showing first 100 items - show all)- A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
- A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Asymptotic distribution of the delay time in Page's sequential procedure
- Convergence in distribution of multiple change point estimators
- Fault diagnosis via local neural networks
- On joint testing of changes in conditional mean and variance functions of stationary and ergodic time series
- A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts
- Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- A nonlinear optimal control approach for bacterial infections under antibiotics resistance
- A Unified Framework for Change Point Detection in High-Dimensional Linear Models
- Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
- Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
- A scalable gaussian process analysis algorithm for biomass monitoring
- Discussion on: ``Reconfigurable fault-tolerant control: a tutorial introduction
- Consistent change-point detection with kernels
- New procedure for change detection operating on Rényi entropy with application in seismic signals processing
- Cusum techniques for timeslot sequences with applications to network surveillance
- Delay time in sequential detection of change
- Change-level detection for Lévy subordinators
- Quadratic tests for detection of abrupt changes in multivariate signals
- Some partially sequential nonparametric tests for detecting linear trend
- Asymptotic behavior of a fault diagnosis performance measure for linear systems
- Sensor selection for fault diagnosis in uncertain systems
- Resilient synchronization of distributed multi-agent systems under attacks
- Detection of anomalous behaviour using mixtures of von Mises distributions and an extension of the CUSUM algorithm
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Detecting weak changes in the mean of a class of nonlinear heteroscedastic models
- Sequential nonparametric tests for a change in distribution: an application to detecting radiological anomalies
- Actuator fault diagnosis for a class of bilinear systems with uncertainty
- Impact of compensation coefficients on active sequential change point detection
- Proximal-based recursive implementation for model-free data-driven fault diagnosis
- Timely detection and mitigation of IoT-based cyberattacks in the smart grid
- Automatic threshold determination for a local approach of change detection in long-term signal recordings
- Optimal change-point detection and localization
- Fast and accurate detection of changes in data streams
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams
- Fault detection strategy combining NARMAX model and Bhattacharyya distance for process monitoring
- Surveillance of non-stationary processes
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
- Multiscale change point inference. With discussion and authors' reply
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data
- Discussion on: ``A sliding mode observer based FDI scheme for the ship benchmark
- Concept drift detection and adaptation with hierarchical hypothesis testing
- Nonlinear optimal control for wind power generators comprising a multi-mass drivetrain and a DFIG
- Practical aspects of false alarm control for change point detection: beyond average run length
- Smoothed state estimates under abrupt changes using sum-of-norms regularization
- Step-up and step-down methods for testing multiple hypotheses in sequential experiments
- Input design for detection of abrupt changes in dynamical systems
- Modified dynamic programming approach for offline segmentation of long hydrometeorological time series
- Using Chernoff’s Bounding Method for High-Performance Structural Break Detection and Forecast Error Reduction
- Stabilization of a stock-loan valuation PDE process using differential flatness theory
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
- A convex optimization approach to filtering in jump linear systems with state dependent transitions
- An integrated trade-off design of observer based fault detection systems
- The change-point problem for dependent observations
- Segmentation of ARX-models using sum-of-norms regularization
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series
- Joint segmentation of wind speed and direction using a hierarchical model
- Input-output properties of the Page-Hinkley detector
- Asymptotically optimal methods of change-point detection for composite hypotheses
- Testing for bubbles and change-points
- Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty
- Detection of jumps by wavelets in a heteroscedastic autoregressive model
- Webmining: learning from the world wide web.
- Compound Poisson disorder problem with uniformly distributed disorder time
- Monitoring parameter change in AR\((p)\) time series models
- Detecting Abrupt Changes by Wavelet Methods
- Optimal multivariate EWMA chart for detecting common change in mean
- On evaluating stream learning algorithms
- Inference on \(C_{\mathrm{pk}}\) for autocorrelated data in the presence of random measurement errors
- High-dimensional change-point estimation: combining filtering with convex optimization
- Poisson QMLE for change-point detection in general integer-valued time series models
- Numerical solutions of optimal stopping problems for a class of hybrid stochastic systems
- Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection
- Early warning of slight changes in systems
- A Cramér-von Mises test for a class of mean time dependent CHARN models with application to change-point detection
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications
- Consistent estimation in generalized broken-line regression
- Change-point detection in time-series data by relative density-ratio estimation
- Change-point detection of cognitive states across multiple trials in functional neuroimaging
- Closed-loop monitoring for early detection of performance losses in feedback-control systems.
- A mixed \(\mathcal H_2/\mathcal H_{\infty}\) approach to simultaneous fault detection and control.
- Sequential generalized likelihood ratio tests for online item monitoring
- Using invariants to change detection in dynamical system with chaos
- On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
- Subspace-based fault detection robust to changes in the noise covariances
- Detecting concept change in dynamic data streams
- Minimax optimality of CUSUM for an autoregressive model
- Model misspecification in discrete time Bayesian online change detection
- Sequential change‐point detection based on direct density‐ratio estimation
- Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown
- Active fault isolation: a duality-based approach via convex programming
- Nonuniform sampling for detection of abrupt changes
- High-dimensional change-point detection under sparse alternatives
- On fault detectability and isolability
- Testing mean changes by maximal ratio statistics
- Differential flatness theory-based approach to the control of gas-turbine electric power generation units
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