کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
418003 681600 2008 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
چکیده انگلیسی

Statistical methods dealing with change detection and isolation in dynamical systems are based on algorithms deriving from hypothesis testing. As for any statistical test, the problem of threshold choice has to be addressed by taking into account the constraints fixed by the supervisors and the nonstationary nature of the stochastic systems under supervision. A procedure for obtaining adaptive thresholds in change detection or diagnosis algorithms of CUSUM-type rules is proposed. This procedure is carried out through a large number of simulations. The advantage of such an adaptive threshold, when compared with a fixed threshold, is its adaptation to the time evolution of the probability distribution of the test statistic, in order to guarantee constant rates of false alarm or false diagnosis, fixed by the supervisor.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 9, 15 May 2008, Pages 4161–4174
نویسندگان
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