• Title/Summary/Keyword: detecting change points

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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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    • v.12 no.1
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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.

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

  • Okyoung Na
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.573-589
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    • 2023
  • In a piecewise linear trend model, the change points coincide with the mean change points of the first differenced time series. Therefore, by detecting the mean change points of the first differenced time series, one can estimate the change points of the piecewise linear trend model. In this paper, based on this fact, a method is proposed for detecting change points of the piecewise linear trend model using the simple moving average of the first differenced time series rather than estimates of the slope or residuals. Our Monte Carlo simulation experiments show that the proposed method performs well in estimating the number of change points not only when the error terms in the piecewise linear trend model are independent but also when they are serially correlated.

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

  • Kim, Jong-Tae;Choi, Hey-Mi
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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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

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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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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    • v.22 no.4
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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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    • 2005.04a
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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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    • v.8 no.2
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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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    • v.12 no.4
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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.

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

  • Hong, Min-Pyo;Bae, Suk-Joo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.1
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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.

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

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Park, Jeong-Soo;Son, Young-Sook
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2006.04a
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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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