Changepoint detection for acoustic sensing signals

This thesis considers the application of changepoint detection methodology for the analysis of acoustic sensing signals. In the first part, we propose a detection procedure for changes in the second-order structure of a univariate time series. This utilises a penalised likelihood based on Whittle’s...

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Bibliographic Details
Main Author: Pickering, Benjamin
Other Authors: Eckley, Idris ; Killick, Rebecca
Published: Lancaster University 2016
Subjects:
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.694092