• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1091-1098
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• 2006

Park et al.(2005) and Choi et al.(2006) studied quick detection of variance change point for time series data in progress. For efficient detection they used moving variance ratio equipped with two tuning parameters; information tuning parameter p and lag tuning parameter q. In this paper, the moving variance ratio is studied under harsh conditions.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.3
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• pp.275-280
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• 2002

A new algorithm for gradual scene change detection in MPEG based frame sequences is proposed in this paper. The proposed algorithm is based on the fact that most of gradual curves can be characterized by variance distributions of edge information in the frame sequences. Average edge frame sequences are obtained by performing "sober" edge detection. Features are extracted by comparing variances with those of local blocks in the average edge frames. Those features are further processed by the opening operation to obtain smoothing variance curves. The lowest variance in the local frame sequences is chosen as a gradual detection point. Experimental results show that the proposed method provides 85% precision and 86% recall rate fur gradual scene changes.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.289-300
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• 2005

In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

• Journal of the Korean Data and Information Science Society
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• v.16 no.2
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• pp.173-183
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• 2005

This paper studies quick detection of variance change point for iid data. For development of sensitive and adaptive variance change point detector, moving variance ratio is employed as a variance ratio estimator. It is shown that selection of tuning parameters of detector, (i.e., information and lag tuning parameters) is critical for detector to achieve desirable sensitivity and adaptiveness. Interestingly our simulation result reveals limitations of the commonly used change ratio against the previous day. Our results will provide useful insight when the detector is applied to time series data.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.369-377
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• 2006

This paper considers moving variance ratio (MVR) for valiance detection problem with time series data in progress. For testing purpose, parametric method based on F distribution and nonparametric method based on empirical distribution are compared via simulation study.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.1214-1220
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• 2006

In this article, it will be shown that a nonparametric and data-adaptive approach to the variance change point (VCP) detection problem is possible by formulating it as a pattern classification problem. Technical aspects of the VCP detector are discussed, which include its training strategy and selection of proper classification tool.

• Journal of Korean Society for Quality Management
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• v.17 no.2
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• pp.101-112
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• 1989

We investigate a procedure which detects the parameter change point in AR(1) by Bayesian Approach using Jeffrey prior, for example, coefficient change point, variance change point, coefficient and variance change point, etc. And we apply our procedure to the simulated data.

• The Journal of the Acoustical Society of Korea
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• v.34 no.4
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• pp.321-327
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• 2015

In this paper, we propose an algorithm for achieving robust Visual Voice Activity Detection (VVAD) for enhanced speech recognition. In conventional VVAD algorithms, the motion of lip region is found by applying an optical flow or Chaos inspired measures for detecting visual speech frames. The optical flow-based VVAD is difficult to be adopted to driving scenarios due to its computational complexity. While invariant to illumination changes, Chaos theory based VVAD method is sensitive to motion translations caused by driver's head movements. The proposed Local Variance Histogram (LVH) is robust to the pixel intensity changes from both illumination change and translation change. Hence, for improved performance in environmental changes, we adopt the novel threshold estimation using total variance change. In the experimental results, the proposed VVAD algorithm achieves robustness in various driving situations.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2012.11a
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• pp.259-262
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• 2012

In this paper, we propose a new fast algorithm for effective scene change detection. The proposed algorithm exploits Otsu threshold matching technique, which was proposed earlier. In this method, the current and the reference frames are divided into square blocks of particular size. After doing so, the pixel histogram of each block is generated. According to Otsu method, every histogram distribution is assumed to be bimodal, i.e. pixel distribution can be divided into two groups, based on within-group variance value. The pixel value that minimizes the within-group variance is said to be Otsu threshold. After Otsu threshold is found, the same procedure is performed at the reference frame. If the difference between Otsu threshold of a block in the current frame and co-located block in the reference frame is larger than predefined threshold, then a scene change between those two blocks is detected.

• The Korean Journal of Applied Statistics
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• v.1 no.1
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• pp.57-67
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• 1987

In time series analysis, we usually require the assumption that time series are stationary. But we may often encounter time series whose parameter values subject to change. Inthis paper w propose a method which can detect the variance change point in anAR(1) model which is subjct to changesat non-predictable time points. Proposed method is compared with other methods using the simulated and real data.