Change detection
From Wiki.GIS.com
In statistical analysis, change detection tries to identify changes in the probability distribution of a stochastic process[1]. More generally it also includes the detection of anomalous behavior.
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[edit] Online change detection
Using the sequential analysis ("online") approach, any change test must make a trade-off between these common metrics:
- False alarm rate
- Misdetection rate
- Detection delay
[edit] Bayes change detection
In a Bayes change-detection problem, a prior distribution is available for the change time.
[edit] Minimax change detection
In minimax change detection, the objective is to minimize the expected detection delay for some worst-case change-time distribution, subject to a cost or constraint on false alarms.
A key technique for minimax change detection is the CUSUM procedure.
[edit] Offline change detection
Offline algorithms may employ clustering based on maximum likelihood estimation.
[edit] Applications of change detection
Change detection tests are often used in manufacturing (quality control), intrusion detection, spam filtering, and medical diagnostics.
[edit] See also
- Structural break -- Change in model structure
- Change detection (GIS)
- Detection theory
- Hypothesis testing
- Recall rate
- Receiver operating characteristic
[edit] Notes and references
- ↑ A specific application may be concerned with changes in the mean, variance, correlation, or spectral density
- Michèle Basseville and Igor V. Nikiforov (April 1993). Detection of Abrupt Changes: Theory and Application. Prentice-Hall, Englewood Cliffs, N.J.. ISBN 0-13-126780-9. http://www.irisa.fr/sisthem/kniga/.
- H. Vincent Poor and Olympia Hadjiliadis (2009). Quickest Detection. Cambridge University Press. ISBN 978-0-521-62104-5.
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