oalogo2  

AUTHOR(S): 

Theodor D. Popescu, Daniela Doina Cioboata

 

TITLE

Performance Evaluation of Some Change Detection and Data Segmentation Algorithms

pdf PDF

ABSTRACT

The problem of change detection and data segmentation has received considerable attention during the last two decade in a research context and appears to be the central issue in various application areas. The following techniques are investigated in the paper for their performance evaluation: filtering techniques with a whiteness test, techniques based on sliding windows and distance measures and maximum likelihood techniques for data segmentation. The used model will be the simplest extension of linear regression models to data with abruptly changing properties, or piecewise linearizations of non-linear models. Finally, some Monte-Carlo simulations for change detection and data segmentation are presented, to evaluate the performance of these algorithms in a number of cases.

KEYWORDS

Change detection, segmentation, filtering, maximum likelihood, distance measures, Monte-Carlo simulation

REFERENCES

[1] F. Gustafsson, Adaptive Filtering and Change Detection,Willey, NJ, 2001. [1] F. Gustafsson, Adaptive Filtering and Change Detection,Willey, NJ, 2001. 

[2] M. Basseville and I. V. Nikiforov, Detection of Abrupt Changes: Theory and Applications, Information and system science series, Prentice Hall, Englewood Cliffs, NJ. 1993. 

[3] H. Ohlson, L. Ljung, S. Boyd, Segmentation ARX-models using sum-of-norms regularization, Automatica, vol. 46 pp. 1107-1111, 2010. 

[4] K. S. Kumamaru, K. S. Sagara and T. S¨oderstrom, Some statistical methods for fault diagnosis in dynamical systems, in R. Patton, P. Frank and R. Clark, Editors, Fault diagnosis in dynamic systems - Theory and applications, pp. 439–476, Prentice Hall International, London, UK, 1989. 

[5] Th. D. Popescu, Blind separation of vibration signals and source change detection - Application to machine monitoring, Applied Mathematical Modelling, vol. 34, pp. 3408-3421, 2010. 

[6] Th. D. Popescu, Signal segmentation using changing regression models with application in seismic engineering, Digital Signal Processing , vol. 24, pp. 14-26, 2014. 

[7] Th. D. Popescu, B. Dumirascu, An application of R´enyi entropy segmentation in fault detection of rotating machinery, Proc. of the 16th International Conference on Research and Education in Mechatronics (REM2015), R. Biesenbach, A. Weinert (Eds.), Bochum, Germany, November 18-20, pp. 228-295, 2015.

Cite this paper

Theodor D. Popescu, Daniela Doina Cioboata. (2016) Performance Evaluation of Some Change Detection and Data Segmentation Algorithms. Mathematical and Computational Methods, 1, 236-241

 

cc.png
Copyright © 2016 Author(s) retain the copyright of this article.
This article is published under the terms of the Creative Commons Attribution License 4.0