Change Point Detection with Mean Shift Based on AUC from Symmetric Sliding Windows

Change Point Detection with Mean Shift Based on AUC from Symmetric Sliding Windows

Change point detection is widely used in signal detection, industrial engineering, economy, finance, biomedicine and many other fields. The widely used parametric methods require prior knowledge of the noise signal distribution, which are seldom realistic. In practice, when the distribution of noise...

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Bibliographic Details
Main Authors: Yanguang Wang, Guanna Huang, Junjie Yang, Huadong Lai, Shun Liu, Changrun Chen, Weichao Xu
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Symmetry
Subjects:
AUC
Mann Whitney U statistic
change point detection
sliding window
nonparametric methods
Online Access:https://www.mdpi.com/2073-8994/12/4/599

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https://www.mdpi.com/2073-8994/12/4/599

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