| Title: | OS6-3 Experimental Evaluation of Change Detection Ability in New Sequential Probability Ratio |
|---|---|
| Publication: | ICAROB2018 |
| Volume: | 23 |
| Pages: | 375-378 |
| ISSN: | 2188-7829 |
| DOI: | 10.5954/ICAROB.2018.OS6-3 |
| Author(s): | Yoshihide Koyama, Tetsuo Hattori, Yoshiro Imai, Yo Horikawa, Yusuke Kawakami, Hiromichi Kawano, Takeshi Tanaka |
| Publication Date: | February 2, 2018 |
| Keywords: | Time series data, structural change detection, SPRT, New Sequential Probability Ratio (NSPR) |
| Abstract: | Previously, we have already proposed a novel method using New Sequential Probability Ratio (NSPR) for the structural change detection problem of ongoing time series data instead of using SPRT (Sequential Probability Ratio Test). And in the previous paper, we have revealed the experimental results by applying the both methods, i.e., NSPR and SPRT, to time series data that are generated by a multiple regression model. In this paper, we present the evaluation results of NSPR more concretely in two cases. |
| PDF File: | https://alife-robotics.co.jp/members2018/icarob/data/html/data/OS_pdf/OS6/OS6-3.pdf |
| Copyright: | © The authors. This article is distributed under the terms of the Creative Commons Attribution License 4.0, which permits non-commercial use, distribution and reproduction in any medium, provided the original work is properly cited. See for details: https://creativecommons.org/licenses/by-nc/4.0/ |
(c)2008 Copyright The Regents of ALife Robotics Corporation Ltd. All Rights Reserved.