scholarly journals Penalized Maximal F Test for Detecting Undocumented Mean Shift without Trend Change

2008 ◽  
Vol 25 (3) ◽  
pp. 368-384 ◽  
Author(s):  
Xiaolan L. Wang
Keyword(s):  
False Alarm ◽  
False Alarm Rate ◽  
Linear Trend ◽  
Mean Shift ◽  
Sudden Change ◽  
Data Series ◽  
Climate Data ◽  
F Test ◽  
Two Phase ◽  
Level Of Confidence

Abstract In this study, a penalized maximal F test (PMFT) is proposed for detecting undocumented mean shifts that are not accompanied by any sudden change in the linear trend of time series. PMFT aims to even out the uneven distribution of false alarm rate and detection power of the corresponding unpenalized maximal F test that is based on a common-trend two-phase regression model (TPR3). The performance of PMFT is compared with that of TPR3 using Monte Carlo simulations and real climate data series. It is shown that, due to the effect of unequal sample sizes, the false alarm rate of TPR3 has a W-shaped distribution, with much higher than specified values for points near the ends of the series and lower values for points between either of the ends and the middle of the series. Consequently, for a mean shift of certain magnitude, TPR3 would detect it with a lower-than-specified level of confidence and hence more easily when it occurs near the ends of the series than somewhere between either of the ends and the middle of the series; it would mistakenly declare many more changepoints near the ends of a homogeneous series. These undesirable features of TPR3 are diminished in PMFT by using an empirical penalty function to take into account the relative position of each point being tested. As a result, PMFT has a notably higher power of detection; its false alarm rate and effective level of confidence are very close to the nominal level, basically evenly distributed across all possible candidate changepoints. The improvement in hit rate can be more than 10% for detecting small shifts (Δ ≤ σ, where σ is the noise standard deviation).

scholarly journals Accounting for Autocorrelation in Detecting Mean Shifts in Climate Data Series Using the Penalized Maximal t or F Test

2008 ◽  
Vol 47 (9) ◽  
pp. 2423-2444 ◽  
Author(s):  
Xiaolan L. Wang
Keyword(s):  
Time Series ◽  
Open Source Software ◽  
Empirical Approach ◽  
Data Series ◽  
Climate Data ◽  
F Test ◽  
First Order ◽  
Open Source Software Package ◽  
Testing Algorithm ◽  
New Algorithms

Abstract This study proposes an empirical approach to account for lag-1 autocorrelation in detecting mean shifts in time series of white or red (first-order autoregressive) Gaussian noise using the penalized maximal t test or the penalized maximal F test. This empirical approach is embedded in a stepwise testing algorithm, so that the new algorithms can be used to detect single or multiple changepoints in a time series. The detection power of the new algorithms is analyzed through Monte Carlo simulations. It has been shown that the new algorithms work very well and fast in detecting single or multiple changepoints. Examples of their application to real climate data series (surface pressure and wind speed) are presented. An open-source software package (in R and FORTRAN) for implementing the algorithms, along with a user manual, has been developed and made available online free of charge.

scholarly journals A Review and Comparison of Changepoint Detection Techniques for Climate Data

2007 ◽  
Vol 46 (6) ◽  
pp. 900-915 ◽  
Author(s):  
Jaxk Reeves ◽  
Jien Chen ◽  
Xiaolan L. Wang ◽  
Robert Lund ◽  
Qi Qi Lu
Keyword(s):  
Nonparametric Test ◽  
Information Criteria ◽  
Future Research ◽  
Data Series ◽  
Climate Data ◽  
Two Phase ◽  
Detection Techniques ◽  
Standard Normal ◽  
Simulated Climate ◽  
Climate Time Series

Abstract This review article enumerates, categorizes, and compares many of the methods that have been proposed to detect undocumented changepoints in climate data series. The methods examined include the standard normal homogeneity (SNH) test, Wilcoxon’s nonparametric test, two-phase regression (TPR) procedures, inhomogeneity tests, information criteria procedures, and various variants thereof. All of these methods have been proposed in the climate literature to detect undocumented changepoints, but heretofore there has been little formal comparison of the techniques on either real or simulated climate series. This study seeks to unify the topic, showing clearly the fundamental differences among the assumptions made by each procedure and providing guidelines for which procedures work best in different situations. It is shown that the common trend TPR and Sawa’s Bayes criteria procedures seem optimal for most climate time series, whereas the SNH procedure and its nonparametric variant are probably best when trend and periodic effects can be diminished by using homogeneous reference series. Two applications to annual mean temperature series are given. Directions for future research are discussed.

Multiple faults detection and isolation approach applied to a kraft recovery boiler

TAPPI Journal ◽  
2014 ◽  
Vol 13 (1) ◽  
pp. 33-41
Author(s):  
YVON THARRAULT ◽  
MOULOUD AMAZOUZ
Keyword(s):  
Fault Detection ◽  
Early Detection ◽  
False Alarm ◽  
False Alarm Rate ◽  
Principal Component ◽  
Fault Isolation ◽  
Fault Detection And Isolation ◽  
Detection Scheme ◽  
Multiple Faults ◽  
Recovery Boiler

Recovery boilers play a key role in chemical pulp mills. Early detection of defects, such as water leaks, in a recovery boiler is critical to the prevention of explosions, which can occur when water reaches the molten smelt bed of the boiler. Early detection is difficult to achieve because of the complexity and the multitude of recovery boiler operating parameters. Multiple faults can occur in multiple components of the boiler simultaneously, and an efficient and robust fault isolation method is needed. In this paper, we present a new fault detection and isolation scheme for multiple faults. The proposed approach is based on principal component analysis (PCA), a popular fault detection technique. For fault detection, the Mahalanobis distance with an exponentially weighted moving average filter to reduce the false alarm rate is used. This filter is used to adapt the sensitivity of the fault detection scheme versus false alarm rate. For fault isolation, the reconstruction-based contribution is used. To avoid a combinatorial excess of faulty scenarios related to multiple faults, an iterative approach is used. This new method was validated using real data from a pulp and paper mill in Canada. The results demonstrate that the proposed method can effectively detect sensor faults and water leakage.

Fuzzy ART Neural Network Model for Automated Detection of Freeway Incidents

1998 ◽  
Vol 1634 (1) ◽  
pp. 56-63 ◽  
Author(s):  
Sherif S. Ishak ◽  
Haitham M. Al-Deek
Keyword(s):  
Neural Networks ◽  
False Alarm ◽  
False Alarm Rate ◽  
Back Propagation ◽  
Incident Detection ◽  
Traffic Patterns ◽  
Traffic Pattern ◽  
Detection Algorithms ◽  
Fuzzy Art ◽  
Freeway Incidents

Pattern recognition techniques such as artificial neural networks continue to offer potential solutions to many of the existing problems associated with freeway incident-detection algorithms. This study focuses on the application of Fuzzy ART neural networks to incident detection on freeways. Unlike back-propagation models, Fuzzy ART is capable of fast, stable learning of recognition categories. It is an incremental approach that has the potential for on-line implementation. Fuzzy ART is trained with traffic patterns that are represented by 30-s loop-detector data of occupancy, speed, or a combination of both. Traffic patterns observed at the incident time and location are mapped to a group of categories. Each incident category maps incidents with similar traffic pattern characteristics, which are affected by the type and severity of the incident and the prevailing traffic conditions. Detection rate and false alarm rate are used to measure the performance of the Fuzzy ART algorithm. To reduce the false alarm rate that results from occasional misclassification of traffic patterns, a persistence time period of 3 min was arbitrarily selected. The algorithm performance improves when the temporal size of traffic patterns increases from one to two 30-s periods for all traffic parameters. An interesting finding is that the speed patterns produced better results than did the occupancy patterns. However, when combined, occupancy–speed patterns produced the best results. When compared with California algorithms 7 and 8, the Fuzzy ART model produced better performance.

A Constant False Alarm Rate-(CFAR) Based Change Detection Approach to Helicopter Diagnostics

2008 ◽  
Author(s):  
Kenneth Ranney ◽  
Hiralal Khatri ◽  
Jerry Silvious ◽  
Kwok Tom ◽  
Romeo del Rosario
Keyword(s):  
Change Detection ◽  
False Alarm ◽  
False Alarm Rate ◽  
Constant False Alarm Rate ◽  
Detection Approach

scholarly journals Realizing Target Detection in SAR Images Based on Multiscale Superpixel Fusion

Sensors ◽  
2021 ◽  
Vol 21 (5) ◽  
pp. 1643
Author(s):  
Ming Liu ◽  
Shichao Chen ◽  
Fugang Lu ◽  
Mengdao Xing ◽  
Jingbiao Wei
Keyword(s):  
Synthetic Aperture Radar ◽  
False Alarm ◽  
False Alarm Rate ◽  
Target Detection ◽  
Synthetic Aperture ◽  
False Alarms ◽  
Sar Image ◽  
Constant False Alarm Rate ◽  
Sar Images ◽  
Complex Scenes

For target detection in complex scenes of synthetic aperture radar (SAR) images, the false alarms in the land areas are hard to eliminate, especially for the ones near the coastline. Focusing on the problem, an algorithm based on the fusion of multiscale superpixel segmentations is proposed in this paper. Firstly, the SAR images are partitioned by using different scales of superpixel segmentation. For the superpixels in each scale, the land-sea segmentation is achieved by judging their statistical properties. Then, the land-sea segmentation results obtained in each scale are combined with the result of the constant false alarm rate (CFAR) detector to eliminate the false alarms located on the land areas of the SAR image. In the end, to enhance the robustness of the proposed algorithm, the detection results obtained in different scales are fused together to realize the final target detection. Experimental results on real SAR images have verified the effectiveness of the proposed algorithm.

scholarly journals Infrared small target detection based on region proposal and CNN classifier

2021 ◽  
Author(s):  
Mingming Fan ◽  
Shaoqing Tian ◽  
Kai Liu ◽  
Jiaxin Zhao ◽  
Yunsong Li
Keyword(s):  
Neural Network ◽  
False Alarm ◽  
False Alarm Rate ◽  
Target Detection ◽  
Detection Rate ◽  
Corner Detection ◽  
Small Target ◽  
Small Target Detection ◽  
Potential Target ◽  
Infrared Small Target

AbstractInfrared small target detection has been a challenging task due to the weak radiation intensity of targets and the complexity of the background. Traditional methods using hand-designed features are usually effective for specific background and have the problems of low detection rate and high false alarm rate in complex infrared scene. In order to fully exploit the features of infrared image, this paper proposes an infrared small target detection method based on region proposal and convolution neural network. Firstly, the small target intensity is enhanced according to the local intensity characteristics. Then, potential target regions are proposed by corner detection to ensure high detection rate of the method. Finally, the potential target regions are fed into the classifier based on convolutional neural network to eliminate the non-target regions, which can effectively suppress the complex background clutter. Extensive experiments demonstrate that the proposed method can effectively reduce the false alarm rate, and outperform other state-of-the-art methods in terms of subjective visual impression and quantitative evaluation metrics.

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