• Title/Summary/Keyword: Variance change point detection

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A Study on Quick Detection of Variance Change Point of Time Series under Harsh Conditions

  • Choi, Hyun-Seok;Choi, Sung-Hwan;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1091-1098
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    • 2006
  • Park et al.(2005) and Choi et al.(2006) studied quick detection of variance change point for time series data in progress. For efficient detection they used moving variance ratio equipped with two tuning parameters; information tuning parameter p and lag tuning parameter q. In this paper, the moving variance ratio is studied under harsh conditions.

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Quick Variance Change Point Detection for Time Series in Progress

  • Park, Yoon-Sung;Park, Kyoung-Hwa;Choi, Sung-Hwan;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.289-300
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    • 2005
  • In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

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Quick Detection of Variance Change Point for I.I.D. Data

  • Park, Kyoung-Hwa;Kim, Tae-Yoon;Song, Gyu-Moon;Choi, Jung-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.173-183
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    • 2005
  • This paper studies quick detection of variance change point for iid data. For development of sensitive and adaptive variance change point detector, moving variance ratio is employed as a variance ratio estimator. It is shown that selection of tuning parameters of detector, (i.e., information and lag tuning parameters) is critical for detector to achieve desirable sensitivity and adaptiveness. Interestingly our simulation result reveals limitations of the commonly used change ratio against the previous day. Our results will provide useful insight when the detector is applied to time series data.

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A Detection Procedure of a Parameter Change Point in AR(1) Models by Bayesian Approach

  • Ryu, Gui Yeol;Lee, Yong Gun;Cho, Sinsup
    • Journal of Korean Society for Quality Management
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    • v.17 no.2
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    • pp.101-112
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    • 1989
  • We investigate a procedure which detects the parameter change point in AR(1) by Bayesian Approach using Jeffrey prior, for example, coefficient change point, variance change point, coefficient and variance change point, etc. And we apply our procedure to the simulated data.

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Gradual Scene Change Detection Using Variance of Edge Image (에지 영상의 분산을 이용한 비디오의 점진적 장면전환 검출)

  • Ryoo, Han-Jin;Yoo, Hun-Woo;Jang, Dong-Sik;Kim, Mun-Hwa
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.3
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    • pp.275-280
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    • 2002
  • A new algorithm for gradual scene change detection in MPEG based frame sequences is proposed in this paper. The proposed algorithm is based on the fact that most of gradual curves can be characterized by variance distributions of edge information in the frame sequences. Average edge frame sequences are obtained by performing "sober" edge detection. Features are extracted by comparing variances with those of local blocks in the average edge frames. Those features are further processed by the opening operation to obtain smoothing variance curves. The lowest variance in the local frame sequences is chosen as a gradual detection point. Experimental results show that the proposed method provides 85% precision and 86% recall rate fur gradual scene changes.

Using Artificial Neural Networks to detect Variance Change Point for Data Separation

  • Han Young-Chul;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1214-1220
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    • 2006
  • In this article, it will be shown that a nonparametric and data-adaptive approach to the variance change point (VCP) detection problem is possible by formulating it as a pattern classification problem. Technical aspects of the VCP detector are discussed, which include its training strategy and selection of proper classification tool.

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A Study on Variance Change Point Detection for Time Series Data in Progress (진행중인 시계열데이터에서 분산 변화점 탐지에 관한 연구)

  • Choi Hyun-Seok;Kang Hoon-Kyu;Song Gyu-Moon;Kim Tae-Yoon
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.369-377
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    • 2006
  • This paper considers moving variance ratio (MVR) for valiance detection problem with time series data in progress. For testing purpose, parametric method based on F distribution and nonparametric method based on empirical distribution are compared via simulation study.

Detection of a Point Target Movement with SAR Interferometry

  • Jun, Jung-Hee;Ka, Min-ho
    • Korean Journal of Remote Sensing
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    • v.16 no.4
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    • pp.355-365
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    • 2000
  • The interferometric correlation, or coherence, is calculated to measure the variance of the interferometric phase and amplitude within the neighbourhood of any location within the image at a result of SAR (Synthetic Aperture Radar) interferometric process which utilizes the phase information of the images. The coherence contains additional information that is useful for detecting point targets which change their location in an area of interest (AOI). In this research, a RGB colour composite image was generated with a intensity image (master image), a intensity change image as a difference between master image and slave image, and a coherence image generated as a part of SAR interferometric processing. We developed a technique performing detection of a point target movement using SAR interferometry and applied it to suitable tandem pair images of ERS-1 and ERS-2 as test data. The possibility of change detection of a point target in the AOI could be identified with the technique proposed in this research.

A detection procedure for a variance change points in AR(1) models (AR(1) 모형에서 분산변화점의 탐지절차)

  • 류귀열;조신섭
    • The Korean Journal of Applied Statistics
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    • v.1 no.1
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    • pp.57-67
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    • 1987
  • In time series analysis, we usually require the assumption that time series are stationary. But we may often encounter time series whose parameter values subject to change. Inthis paper w propose a method which can detect the variance change point in anAR(1) model which is subjct to changesat non-predictable time points. Proposed method is compared with other methods using the simulated and real data.

Visual Voice Activity Detection and Adaptive Threshold Estimation for Speech Recognition (음성인식기 성능 향상을 위한 영상기반 음성구간 검출 및 적응적 문턱값 추정)

  • Song, Taeyup;Lee, Kyungsun;Kim, Sung Soo;Lee, Jae-Won;Ko, Hanseok
    • The Journal of the Acoustical Society of Korea
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    • v.34 no.4
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    • pp.321-327
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    • 2015
  • In this paper, we propose an algorithm for achieving robust Visual Voice Activity Detection (VVAD) for enhanced speech recognition. In conventional VVAD algorithms, the motion of lip region is found by applying an optical flow or Chaos inspired measures for detecting visual speech frames. The optical flow-based VVAD is difficult to be adopted to driving scenarios due to its computational complexity. While invariant to illumination changes, Chaos theory based VVAD method is sensitive to motion translations caused by driver's head movements. The proposed Local Variance Histogram (LVH) is robust to the pixel intensity changes from both illumination change and translation change. Hence, for improved performance in environmental changes, we adopt the novel threshold estimation using total variance change. In the experimental results, the proposed VVAD algorithm achieves robustness in various driving situations.