• 제목/요약/키워드: detecting change points

검색결과 31건 처리시간 0.025초

Binary Segmentation Procedure for Detecting Change Points in a DNA Sequence

  • Yang Tae Young;Kim Jeongjin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.139-147
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    • 2005
  • It is interesting to locate homogeneous segments within a DNA sequence. Suppose that the DNA sequence has segments within which the observations follow the same residue frequency distribution, and between which observations have different distributions. In this setting, change points correspond to the end points of these segments. This article explores the use of a binary segmentation procedure in detecting the change points in the DNA sequence. The change points are determined using a sequence of nested hypothesis tests of whether a change point exists. At each test, we compare no change-point model with a single change-point model by using the Bayesian information criterion. Thus, the method circumvents the computational complexity one would normally face in problems with an unknown number of change points. We illustrate the procedure by analyzing the genome of the bacteriophage lambda.

차분한 시계열의 단순이동평균을 이용하여 조각별 선형 추세 모형을 추정하는 방법에 대한 연구 (A study on estimating piecewise linear trend model using the simple moving average of differenced time series)

  • 나옥경
    • 응용통계연구
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    • 제36권6호
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    • pp.573-589
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    • 2023
  • 조각별 선형 추세 모형에서의 변화점은 1차 차분한 시계열의 평균 변화점과 일치한다. 그러므로 1차 차분한 시계열의 평균 변화점을 탐색하면 조각별 선형 추세 모형의 변화점을 추정할 수 있다. 본 논문에서는 이와 같은 사실에 근거하여 원 시계열이 아닌 1차 차분한 시계열의 단순이동평균을 이용하여 원 시계열의 기울기가 변하는 변화점을 탐색하는 방법을 제안하고, 이에 대한 모의실험을 수행하였다. 모의실험 결과 본 논문에서 제안한 방법은 오차항들이 서로 독립인 경우뿐만 아니라 오차항들 사이에 강한 양의 자기상관이 존재하는 경우에도 변화점의 개수를 잘 추정하는 것으로 나타났다.

Estimation of the Number of Change-Points with Local Linear Fit

  • 김종태;최혜미
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.251-260
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    • 2002
  • The aim of this paper is to consider of detecting the location, the jump size and the number of change-points in regression functions by using the local linear fit which is one of nonparametric regression techniques. It is obtained the asymptotic properties of the change points and the jump sizes. and the correspondin grates of convergence for change-point estimators.

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Combination of Schwarz Information Criteria for Change-Point Analysis

  • 김종태
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.185-193
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    • 2002
  • The purpose of this paper is to suggest a method for detecting the linear regression change-points or variance change-points in regression model by the combination of Schwarz information criteria. The advantage of the suggested method is to detect change-points more detailed when one compares the suggest method with Chen (1998)'s method.

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Probabilistic analysis of tunnel collapse: Bayesian method for detecting change points

  • Zhou, Binghua;Xue, Yiguo;Li, Shucai;Qiu, Daohong;Tao, Yufan;Zhang, Kai;Zhang, Xueliang;Xia, Teng
    • Geomechanics and Engineering
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    • 제22권4호
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    • pp.291-303
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    • 2020
  • The deformation of the rock surrounding a tunnel manifests due to the stress redistribution within the surrounding rock. By observing the deformation of the surrounding rock, we can not only determine the stability of the surrounding rock and supporting structure but also predict the future state of the surrounding rock. In this paper, we used grey system theory to analyse the factors that affect the deformation of the rock surrounding a tunnel. The results show that the 5 main influencing factors are longitudinal wave velocity, tunnel burial depth, groundwater development, surrounding rock support type and construction management level. Furthermore, we used seismic prospecting data, preliminary survey data and excavated section monitoring data to establish a neural network learning model to predict the total amount of deformation of the surrounding rock during tunnel collapse. Subsequently, the probability of a change in deformation in each predicted section was obtained by using a Bayesian method for detecting change points. Finally, through an analysis of the distribution of the change probability and a comparison with the actual situation, we deduced the survey mark at which collapse would most likely occur. Surface collapse suddenly occurred when the tunnel was excavated to this predicted distance. This work further proved that the Bayesian method can accurately detect change points for risk evaluation, enhancing the accuracy of tunnel collapse forecasting. This research provides a reference and a guide for future research on the probability analysis of tunnel collapse.

Change-Points with Jump in Nonparametric Regression Functions

  • Kim, Jong-Tae
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.193-199
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    • 2005
  • A simple method is proposed to detect the number of change points with jump discontinuities in nonparamteric regression functions. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Also, the proposed methodology is suggested as the test statistic for detecting of change points and the direction of jump discontinuities.

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CHANGE-POINT DETECTION WITH SPLIT LINEAR FITS

  • Kim, Jae-Hee
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.641-649
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    • 2001
  • A procedure of detecting change-points is considered with split linear fitting idea from Hall and Titterington(1992). At each given point, left, central and right linear fits are compared to detect the discontinuities or change-points. A simulation study is done with various types of change models and shows that the suggested technique can be a flexible data-analytic tool.

Fall Detection Based on Human Skeleton Keypoints Using GRU

  • Kang, Yoon-Kyu;Kang, Hee-Yong;Weon, Dal-Soo
    • International Journal of Internet, Broadcasting and Communication
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    • 제12권4호
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    • pp.83-92
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    • 2020
  • A recent study to determine the fall is focused on analyzing fall motions using a recurrent neural network (RNN), and uses a deep learning approach to get good results for detecting human poses in 2D from a mono color image. In this paper, we investigated the improved detection method to estimate the position of the head and shoulder key points and the acceleration of position change using the skeletal key points information extracted using PoseNet from the image obtained from the 2D RGB low-cost camera, and to increase the accuracy of the fall judgment. In particular, we propose a fall detection method based on the characteristics of post-fall posture in the fall motion analysis method and on the velocity of human body skeleton key points change as well as the ratio change of body bounding box's width and height. The public data set was used to extract human skeletal features and to train deep learning, GRU, and as a result of an experiment to find a feature extraction method that can achieve high classification accuracy, the proposed method showed a 99.8% success rate in detecting falls more effectively than the conventional primitive skeletal data use method.

수리 가능 발전기 시스템의 고장추세 분석을 위한 변화점 접근방법 (Change-point Approach for Analyzing Failure Trend in Repairable Generating Systems)

  • 홍민표;배석주
    • 산업경영시스템학회지
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    • 제32권1호
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    • pp.11-19
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    • 2009
  • A number of trend test methods, i.e., Military Handbook test and Laplace test etc., have been applied to investigate recurrent failures trend in repairable systems. Existing methods provide information about only existence of trend in the system. In this paper, we propose a new change-point test based on the Schwarz Information Criterion(SIC). The change-point approach is more informative than other trend test methods in that it provides the number of change-points and the location of change-points if it exists, as well as the existence of change-point for recurrent failures. The change-point test is applied to nine 300MW generating units operated in East China. We confirm that the change-point test has a potential for establishing optimal preventive maintenance policy by detecting change-point of failure rate.

부적합률의 다중변화점분석을 위한 베이지안절차 (Bayesian Procedure for the Multiple Change Point Analysis of Fraction Nonconforming)

  • 김경숙;김희정;박정수;손영숙
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2006년도 춘계학술대회
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    • pp.319-324
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    • 2006
  • In this paper, we propose Bayesian procedure for the multiple change points analysis in a sequence of fractions nonconforming. We first compute the Bayes factor for detecting the existence of no change, a single change or multiple changes. The Gibbs sampler with the Metropolis-Hastings subchain is run to estimate parameters of the change point model, once the number of change points is identified. Finally, we apply the results developed in this paper to both a real and simulated data.

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