Online Identification of Recurring Changepoints

Nandan Sriranga, Anthony Trezza, Saikiran Bulusu, Donald J. Bucci, Pramod K. Varshney

Research output: Chapter in Book/Entry/PoemConference contribution

Abstract

This work aims at accurately detecting recurring changes as quickly as possible after their occurrence. We consider a general framework in which the changepoints and the duration of the data in each state after a change, are unknown. Assuming that the statistical model of the data is known, we adopt the windowed-cumulative sum (W-CUSUM) test to solve this problem. In this work, we also propose the False-Alarm Density (FADE) and False-Alarm Correction Time (FACT) metrics to characterize the false-alarm performance of the test. We present simulation results for a Gaussian mean-shift problem to demonstrate the performance of the W-CUSUM test.

Original languageEnglish (US)
Title of host publication56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages426-430
Number of pages5
ISBN (Electronic)9781665459068
DOIs
StatePublished - 2022
Event56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022 - Virtual, Online, United States
Duration: Oct 31 2022Nov 2 2022

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
Volume2022-October
ISSN (Print)1058-6393

Conference

Conference56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022
Country/TerritoryUnited States
CityVirtual, Online
Period10/31/2211/2/22

Keywords

  • Changepoint Detection
  • False-Alarm
  • Windowed cumulative-sum

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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