| Title: | OS11-4 Relation between Optimal Stopping Solution and NSPR for Structural Change Point Detection Problem |
|---|---|
| Publication: | ICAROB2016 |
| Volume: | 21 |
| Pages: | 44-47 |
| ISSN: | 2188-7829 |
| DOI: | 10.5954/ICAROB.2016.OS11-4 |
| Author(s): | Tetsuo Hattori, Yoshihide Koyama, Yusuke Kawakami, Yoshiro Imai, Yo Horikawa, Hiromichi Kawano |
| Publication Date: | January 29, 2016 |
| Keywords: | Image processing, Curvature, Variance estimation, Histogram matching, HMGD |
| Abstract: | Previously, we have proposed a novel method using New Sequential Probability Ratio (NSPR) for the structural change point detection (SCPD) of ongoing time series data instead of using SPRT (Sequential Probability Ratio Test). Moreover, we have formulated the SCPD problem in time series data as an Optimal Stopping one using the concept of DP (Dynamic Programming) and also have shown the solution theorem in the form of Inequality. In this paper, we discuss the relation between the solution of Optimal Stopping and NSPR for the SCPD Problem. |
| PDF File: | https://alife-robotics.co.jp/members2016/icarob/data/papers/OS/OS11-4.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/ |
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