Sökning: "Change-point detection"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Change-point detection.

1. 1. Change Point Detection with Applications to Wireless Sensor Networks

   Författare :Markus Eriksson; Tomas Olofsson; Idris Eckley; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Change Point Detection; Signal Processing; Dynamic Programming; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

   Sammanfattning : In this thesis work we develop a new algorithm for detecting joint changes in statistical behavior of multiple, simultaneously recorded, signals. Such signal analysis is commonly known as multivariate change point (CP) detection (CPD) and is of interest in many scientific and engineering applications. LÄS MER

3. 2. Change point detection with respect to variance

   Författare :Elias Erdtman; Martin Singull; Dietrich von Rosen; Nader Tajvidi; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis examines a simple method for detecting a change with respect to the variance in a sequence of independent normally distributed observations with a constant mean. The method filters out observations with extreme values and divides the sequence into equally large subsequences. LÄS MER

4. 3. A Bayesian approach to retrospective detection of change-points in road surface measurements

   Författare :Fridtjof Thomas; Urban Hjort; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Change-point detection; retrospective view; autoregressive processes; minimal imaginary training sample; road surface measurements; international roughness index; rutting; Laser-RST vehicles; road maintenance; pavement management; statistik; Statistics;

   Sammanfattning : First-order autoregressive processes are analysed for sudden changes in parameter value. In its most general form, a multivariate vector of measurements is allowed, and no prior knowledge about the involved parameters is required. LÄS MER

5. 4. Adaptive Measurement Strategies for Network Optimization and Control

   Författare :Simon Lindståhl; Alexandre Proutiere; Sindri Magnússon; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Network Optimization; Network Management; Network Orchestration; Multi-armed Bandits; Admission Control; Change Point Detection; Statistical Learning; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The fifth generation networks is rapidly becoming the new network standardand its new technological capabilities are expected to enable a far widervariety of services compared to the fourth generation networks. To ensurethat these services can co-exist and meet their standardized requirements,the network’s resources must be provisioned, managed and reconfigured ina far more complex manner than before. LÄS MER

7. 5. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

   Författare :Othmane Mazhar; Boualem Djehiche; Munther Dahleh; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Matematisk statistik; Mathematical Statistics;

   Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER