Change detection algorithm

G.R. Platen, R.M. Belchamber, M. Collins, A.D. Walmsley, Caterpillar - an adaptive algorithm for detecting process changes from acoustic emission signals. Anal. Chim. Acta, 544, 280-291 (2005). 

AFP Performance Benefits. Comparisons between the performance of the Advanced Flexible Processor and other current super computers have been made on the image processing Change Detection Algorithm. The Advanced Flexible Processor has been determined to be approximately 2,000 times faster than a CDC 6600 on the Change Detection Algorithm, and to provide approximately 100 times the capability of the CDC 7600 computer. The Advanced Flexible Processor is found to perform 20 times faster than its predecessor, the Flexible Processor. 

T Sastri. A recursive estimation algorithm for adaptive estimation and parameter change detection of time series models. J. Op. Res. Soc., 37 987-999, 1986. 

Knowledge Systems Laboratory Report KSL-01-02, Stanford University Leonardi E, Hoaia TT, Bhowmicka SS, Madria S (2007) DTD-Diff A change detection algorithm for DTDs. Data Knowl Eng 61(2) 384-402... 

ABSTRACT The aim of this paper is to propose a maintenance model for a deteriorating system. The system considered begins to deteriorate with a slow deterioration rate and at an unknown time the system s deterioration rate changes and the new deterioration rate is a time dependent function. To deal with the change of mode of deterioration in the framework of the maintenance decision rule an adequate on-line change detection algorithm is used. The maintenance decision rule is chosen in order to minimise the global maintenance cost. 

The deteriorating system is described in Section 2. In Section 3, an adequate maintenance decision rule is proposed. Section 4 is devoted to the presentation of the on-line change detection algorithm. A method for the evaluation of the maintenance cost in the framework of models with changing deterioration rate is developed in Section 5. In Section 6 numerical implementations of our results are presented and analysed. 

We shall denote by N the alarm time at which a change is detected. A change detection algorithm... 

As it is mentioned in (Blostein 1991 Fouladirad and Nikiforov 2006 Lai 1998) the on-line change detection algorithm can be defined by the following stopping time ... 

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