Robust Quickest Change Detection in Statistically Periodic Processes

被引：0
作者：
Banerjee, Taposh [1 ]
Taha, Ahmad [1 ]
John, Eugene [1 ]
机构：
[1] Univ Texas San Antonio, San Antonio, TX 78249 USA
来源：
2021 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT) | 2021年
基金：
美国国家科学基金会;
关键词：
D O I：
10.1109/ISIT45174.2021.9518067
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The problem of detecting a change in the distribution of a statistically periodic process is investigated. The problem is posed in the framework of independent and periodically identically distributed (i.p.i.d.) processes, a recently introduced class of processes to model statistically periodic data. An algorithm is proposed that is shown to be robust against an uncertainty in the post-change law. The motivation for the problem comes from event detection problems in traffic data, social network data, electrocardiogram data, and neural data, where periodic statistical behavior has been observed.
引用
收藏
页码：101 / 105
页数：5
相关论文
共 50 条
  • [21] Decentralized quickest change detection
    Veeravalli, VV
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2001, 47 (04) : 1657 - 1665
  • [22] Quickest Change Detection in the Presence of a Nuisance Change
    Lau, Tze Siong
    Tay, Wee Peng
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2019, 67 (20) : 5281 - 5296
  • [23] On the sequential testing and quickest change-point detection problems for Gaussian processes
    Gapeev, Pavel V.
    Stoev, Yavor I.
    [J]. STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2017, 89 (08) : 1143 - 1165
  • [24] QUICKEST CHANGE DETECTION UNDER A NUISANCE CHANGE
    Lau, Tze Siong
    Tay, Wee Peng
    [J]. 2018 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2018, : 6643 - 6647
  • [25] QUICKEST DETECTION PROBLEMS FOR BESSEL PROCESSES
    Johnson, Peter
    Peskir, Goran
    [J]. ANNALS OF APPLIED PROBABILITY, 2017, 27 (02) : 1003 - 1056
  • [26] Quickest Change Detection With Observation Scheduling
    Ren, Xiaoqiang
    Johansson, Karl H.
    Shi, Ling
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 62 (06) : 2635 - 2647
  • [27] Quickest Change Detection in Autoregressive Models
    Sun, Zhongchang
    Zou, Shaofeng
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2024, 70 (07) : 5248 - 5268
  • [28] Quickest Change Detection With Controlled Sensing
    Veeravalli, Venugopal V.
    Fellouris, Georgios
    Moustakides, George V.
    [J]. IEEE JOURNAL ON SELECTED AREAS IN INFORMATION THEORY, 2024, 5 : 1 - 11
  • [29] Bayesian Quickest Change Process Detection
    Raghavan, Vasanthan
    Veeravalli, Venugopal V.
    [J]. 2009 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, VOLS 1- 4, 2009, : 644 - 648
  • [30] Quickest Change Detection Approach to Optimal Control in Markov Decision Processes with Model Changes
    Banerjee, Taposh
    Liu, Miao
    How, Jonathan P.
    [J]. 2017 AMERICAN CONTROL CONFERENCE (ACC), 2017, : 399 - 405
12345