Change Point Detection Via Sub-Gaussian Fitting
نویسندگان
چکیده
This work presents a novel approach to detect a change in the state of a signal. We propose that in a given state, the values of a signal vary in a subrange of a Gaussian distribution. We describe methods to monitor a signal in real time for change points based upon sub-Gaussian fitting. The proposed algorithm was implemented and tested on heartrate variability data.
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