• Title/Summary/Keyword: Change-point detection

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CHANGE-POINT DETECTION WITH SPLIT LINEAR FITS

  • Kim, Jae-Hee
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.641-649
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    • 2001
  • A procedure of detecting change-points is considered with split linear fitting idea from Hall and Titterington(1992). At each given point, left, central and right linear fits are compared to detect the discontinuities or change-points. A simulation study is done with various types of change models and shows that the suggested technique can be a flexible data-analytic tool.

A Speaker Change Detection Experiment that Uses a Statistical Method (통계적 기법을 이용한 화자변화 검출 실험)

  • Lee, Kyong-Rok;Kim, Jin-Young
    • Speech Sciences
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    • v.8 no.4
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    • pp.59-72
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    • 2001
  • In this paper, we experimented with speaker change detection that uses a statistical method for NOD (News On Demand) service. A specified speaker's change can find out content of each data in speech if analysed because it means change of data contents in news data. Speaker change detection acts as preprocessor that divide input speech by speaker. This is an important preprocessor phase for speaker tracking. We detected speaker change using GLR(generalized likelihood ratio) distance base division and BIC (Bayesian information criterion) base division among matrix method. An experiment verified speaker change point using BIC base division after divide by speaker unit using GLR distance base method first. In the experimental result, FAR (False Alarm Rate) was 63.29 in high noise environment and FAR was 54.28 in low noise environment in MDR (Missed Detection Rate) 15% neighborhood.

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Speaker Change Detection by Normalization of Phonetic Characteristics (음소 특성 정규화를 통한 화자 변화 검출)

  • Kim Hyung Soon;Park Hae Young;Park Sun Young
    • MALSORI
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    • no.47
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    • pp.97-107
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    • 2003
  • Speaker change detection is to detect automatically a point of time at which speaker was replaced. Since feature parameters used for speaker change detection depend not only on speaker characteristics but also on phonetic characteristics, spoken contents included in the feature parameters inevitably causes performance degradation of speaker change detection. In this paper, to alleviate this problem, a method to normalize phonetic variations in speech feature parameters is proposed for emphasizing changes due to speaker characteristics. Experimental results show that the proposed method improves the performance of speaker change detection.

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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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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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Nonparametric Detection Methods against DDoS Attack (비모수적 DDoS 공격 탐지)

  • Lee, J.L.;Hong, C.S.
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.291-305
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    • 2013
  • Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.

An On-Line Real-Time SPC Scheme and Its Performance

  • Nishina, Ken
    • International Journal of Quality Innovation
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    • v.2 no.1
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    • pp.30-49
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    • 2001
  • This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

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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 Change-Point Analysis of Oil Supply Disruption : Bayesian Approach (석유공급교란에 대한 변화점 분석 및 분포 추정 : 베이지안 접근)

  • Park, Chun-Gun;Lee, Sung-Su
    • Journal of Korean Society for Quality Management
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    • v.35 no.4
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    • pp.159-165
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    • 2007
  • Using statistical methods a change-point analysis of oil supply disruption is conducted. The statistical distribution of oil supply disruption is a weibull distribution. The detection of the change-point is applied to Bayesian method and weibull parameters are estimated through Markov chain monte carlo and parameter approach. The statistical approaches to the estimation for the change-point and weibull parameters is implemented with the sets of simulated and real data with small sizes of samples.

Scene Change Detection Techniques Using DC components and Moving Vector in DCT-domain of MPEG systems (MPEG system의 DCT변환영역에서 DC성분과 움직임 벡터를 이용한 영상 장면전환 검출기법)

  • 박재두;이광형
    • Journal of the Korea Society of Computer and Information
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    • v.4 no.3
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    • pp.28-34
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    • 1999
  • In this paper. we propose the method of Scene Change Detection for video sequence using the DC components and the moving vectors in the Macro Blocks in the DCT blocks. The proposed method detects the Scene Change which would not be related with the specific sequences in the compressed MPEG domain. To do this. we define new metrics for Scene Change Detection using the features of picture component and detect the exact Scene Change point of B-pictures using the characteristics of B-picture's sharp response for the moving vectors. In brief, we will detect the cut point using I-picture and the gradual scene changes such as dissolve, fade, wipe, etc. As a results, our proposed method shows good test results for the various MPEG sequences.