Change-point detection - theory and applications

变化点检测 - 理论与应用

• 批准号: RGPIN-2016-05694
• 负责人: Shi, Xiaoping
• 金额: $ 1.31万
• 依托单位: Thompson Rivers University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=635762
• 关键词: Change; point; detection; theory; applications

A change point refers to a location or time at which observations or data obey two different models: before and after. Statistical studies of change-point problems date back to Page (1955) and have flourished especially since the 1980s. These studies have found applications in a wide range of areas, including quality control, finance, environmetrics, medicine, genetics and geography. An essential part of this proposed research program is to develop fast and accurate methods for change-point detection.

变点是指观测或数据服从两个不同模型的位置或时间：之前和之后。变点问题的统计学研究可以追溯到Page（1955），特别是自20世纪80年代以来蓬勃发展。这些研究已在广泛的领域得到应用，包括质量控制、金融、计量学、医学、遗传学和地理学。这项研究计划的一个重要组成部分是开发快速准确的变点检测方法。