Detection of abrupt changes: theory and application
TL;DR: A unified framework for the design and the performance analysis of the algorithms for solving change detection problems and links with the analytical redundancy approach to fault detection in linear systems are established.
Abstract: This book is downloadable from http://www.irisa.fr/sisthem/kniga/. Many monitoring problems can be stated as the problem of detecting a change in the parameters of a static or dynamic stochastic system. The main goal of this book is to describe a unified framework for the design and the performance analysis of the algorithms for solving these change detection problems. Also the book contains the key mathematical background necessary for this purpose. Finally links with the analytical redundancy approach to fault detection in linear systems are established. We call abrupt change any change in the parameters of the system that occurs either instantaneously or at least very fast with respect to the sampling period of the measurements. Abrupt changes by no means refer to changes with large magnitude; on the contrary, in most applications the main problem is to detect small changes. Moreover, in some applications, the early warning of small - and not necessarily fast - changes is of crucial interest in order to avoid the economic or even catastrophic consequences that can result from an accumulation of such small changes. For example, small faults arising in the sensors of a navigation system can result, through the underlying integration, in serious errors in the estimated position of the plane. Another example is the early warning of small deviations from the normal operating conditions of an industrial process. The early detection of slight changes in the state of the process allows to plan in a more adequate manner the periods during which the process should be inspected and possibly repaired, and thus to reduce the exploitation costs.
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TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
Abstract: Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.
5,689 citations
TL;DR: An overview of this emerging field is provided, clarifying how data mining and knowledge discovery in databases are related both to each other and to related fields, such as machine learning, statistics, and databases.
Abstract: ■ Data mining and knowledge discovery in databases have been attracting a significant amount of research, industry, and media attention of late. What is all the excitement about? This article provides an overview of this emerging field, clarifying how data mining and knowledge discovery in databases are related both to each other and to related fields, such as machine learning, statistics, and databases. The article mentions particular real-world applications, specific data-mining techniques, challenges involved in real-world applications of knowledge discovery, and current and future research directions in the field.
4,782 citations
Cites background from "Detection of abrupt changes: theory..."
...Change and deviation detection focuses on discovering the most significant changes in the data from previously measured or normative values (Berndt and Clifford 1996; Guyon, Matic, and Vapnik 1996; Kloesgen 1996; Matheus, Piatetsky-Shapiro, and McNeill 1996; Basseville and Nikiforov 1993 )....
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2,730 citations
01 May 2009
TL;DR: This paper breaks down the energy consumption for the components of a typical sensor node, and discusses the main directions to energy conservation in WSNs, and presents a systematic and comprehensive taxonomy of the energy conservation schemes.
Abstract: In the last years, wireless sensor networks (WSNs) have gained increasing attention from both the research community and actual users. As sensor nodes are generally battery-powered devices, the critical aspects to face concern how to reduce the energy consumption of nodes, so that the network lifetime can be extended to reasonable times. In this paper we first break down the energy consumption for the components of a typical sensor node, and discuss the main directions to energy conservation in WSNs. Then, we present a systematic and comprehensive taxonomy of the energy conservation schemes, which are subsequently discussed in depth. Special attention has been devoted to promising solutions which have not yet obtained a wide attention in the literature, such as techniques for energy efficient data acquisition. Finally we conclude the paper with insights for research directions about energy conservation in WSNs.
2,546 citations
Cites methods from "Detection of abrupt changes: theory..."
...The algorithm relies on a modified CUSUM test [17] to set the sampling rate....
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TL;DR: A bibliographical review on reconfigurable fault-tolerant control systems (FTCS) is presented, with emphasis on the reconfiguring/restructurable controller design techniques.
2,455 citations
Additional excerpts
...…Venkatasubramanian, Rengas- wamy, Kavuri, & Yin, 2003; Willsky, 1976; Zhong, Fang, & Ye, 2007) and books (Barron, 1996; Basseville & Benveniste, 1986; Basseville & Nikiforov, 1993; Chen & Patton, 1999; Chiang, Russell, & Braatz, 2001; Gertler, 1998; Gustafsson, 2000; Himmelblau, 1978; Isermann,…...
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...…& Kavuri, 2003; Venka- tasubramanian, Rengaswamy, Kavuri, et al., 2003; Willsky, 1976) and books (Barron, 1996; Basseville & Benveniste, 1986; Basseville & Nikiforov, 1993; Chen & Patton, 1999; Chiang et al., 2001; Gertler, 1998; Gustafsson, 2000; Himmelblau, 1978; Isermann, 2006;…...
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References
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Book•
01 Jan 1970
TL;DR: In this article, a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970 is presented, focusing on practical techniques throughout, rather than a rigorous mathematical treatment of the subject.
Abstract: From the Publisher:
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.
19,748 citations
Book•
01 Jan 1968
TL;DR: Weak Convergence in Metric Spaces as discussed by the authors is one of the most common modes of convergence in metric spaces, and it can be seen as a form of weak convergence in metric space.
Abstract: Weak Convergence in Metric Spaces. The Space C. The Space D. Dependent Variables. Other Modes of Convergence. Appendix. Some Notes on the Problems. Bibliographical Notes. Bibliography. Index.
13,153 citations
TL;DR: This revision of a classic, seminal, and authoritative book explores the building of stochastic models for time series and their use in important areas of application forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Abstract: From the Publisher:
This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.
12,650 citations
11,456 citations