Graph - Based Change - Point Detection
نویسندگان
چکیده
We consider the testing and estimation of change-points—locations where the distribution abruptly changes—in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations, is proposed. The graph-based approach is nonparametric, and can be applied to any data set as long as an informative similarity measure on the sample space can be defined. Accurate analytic approximations to the significance of graph-based scan statistics for both the single change-point and the changed interval alternatives are provided. Simulations reveal that the new approach has better power than existing approaches when the dimension of the data is moderate to high. The new approach is illustrated on two applications: The determination of authorship of a classic novel, and the detection of change in a network over time.
منابع مشابه
A robust wavelet based profile monitoring and change point detection using S-estimator and clustering
Some quality characteristics are well defined when treated as response variables and are related to some independent variables. This relationship is called a profile. Parametric models, such as linear models, may be used to model profiles. However, in practical applications due to the complexity of many processes it is not usually possible to model a process using parametric models.In these cas...
متن کاملAn Optimized Firefly Algorithm based on Cellular Learning Automata for Community Detection in Social Networks
The structure of the community is one of the important features of social networks. A community is a sub graph which nodes have a lot of connections to nodes of inside the community and have very few connections to nodes of outside the community. The objective of community detection is to separate groups or communities that are linked more closely. In fact, community detection is the clustering...
متن کاملEpileptic seizure detection based on The Limited Penetrable visibility graph algorithm and graph properties
Introduction: Epileptic seizure detection is a key step for both researchers and epilepsy specialists for epilepsy assessment due to the non-stationariness and chaos in the electroencephalogram (EEG) signals. Current research is directed toward the development of an efficient method for epilepsy or seizure detection based the limited penetrable visibility graph (LPVG) algorith...
متن کاملGraph-based Visual Saliency Model using Background Color
Visual saliency is a cognitive psychology concept that makes some stimuli of a scene stand out relative to their neighbors and attract our attention. Computing visual saliency is a topic of recent interest. Here, we propose a graph-based method for saliency detection, which contains three stages: pre-processing, initial saliency detection and final saliency detection. The initial saliency map i...
متن کاملBayesian change point estimation in Poisson-based control charts
Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step < /div> change, a linear trend and a known multip...
متن کامل