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Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1498757596
Category : Mathematics
Languages : en
Pages : 300
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Book Description
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1498757596
Category : Mathematics
Languages : en
Pages : 300
Get Book
Book Description
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838216
Category : Mathematics
Languages : en
Pages : 600
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Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 0429531710
Category : Mathematics
Languages : en
Pages : 299
Get Book
Book Description
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Michèle Basseville
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 568
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Book Description
Presents mathematical tools and techniques for solving change detection problems in wide domains like signal processing, controlled systems and monitoring. The book covers a wide class of stochastic processes, including scalar independent observations and multidimensional dependent ARMA.
Author: Abdourrahmane M. Atto
Publisher: John Wiley & Sons
ISBN: 178945056X
Category : Computers
Languages : en
Pages : 306
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Book Description
Change Detection and Image Time Series Analysis 1 presents a wide range of unsupervised methods for temporal evolution analysis through the use of image time series associated with optical and/or synthetic aperture radar acquisition modalities. Chapter 1 introduces two unsupervised approaches to multiple-change detection in bi-temporal multivariate images, with Chapters 2 and 3 addressing change detection in image time series in the context of the statistical analysis of covariance matrices. Chapter 4 focuses on wavelets and convolutional-neural filters for feature extraction and entropy-based anomaly detection, and Chapter 5 deals with a number of metrics such as cross correlation ratios and the Hausdorff distance for variational analysis of the state of snow. Chapter 6 presents a fractional dynamic stochastic field model for spatio temporal forecasting and for monitoring fast-moving meteorological events such as cyclones. Chapter 7 proposes an analysis based on characteristic points for texture modeling, in the context of graph theory, and Chapter 8 focuses on detecting new land cover types by classification-based change detection or feature/pixel based change detection. Chapter 9 focuses on the modeling of classes in the difference image and derives a multiclass model for this difference image in the context of change vector analysis.
Author: Edward G. Carlstein
Publisher: IMS
ISBN: 9780940600348
Category : Mathematics
Languages : en
Pages : 400
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Book Description
Author: Bernard C. Levy
Publisher: Springer Science & Business Media
ISBN: 0387765441
Category : Technology & Engineering
Languages : en
Pages : 647
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Book Description
This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.
Author: Pierre Moulin
Publisher: Cambridge University Press
ISBN: 1107185920
Category : Mathematics
Languages : en
Pages : 423
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Book Description
A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.
Author: Boris Brodsky
Publisher: CRC Press
ISBN: 1498755976
Category : Mathematics
Languages : en
Pages : 346
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Book Description
This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.
Author: Albert Vexler
Publisher: CRC Press
ISBN: 1315293765
Category : Medical
Languages : en
Pages : 416
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Book Description
"This very informative book introduces classical and novel statistical methods that can be used by theoretical and applied biostatisticians to develop efficient solutions for real-world problems encountered in clinical trials and epidemiological studies. The authors provide a detailed discussion of methodological and applied issues in parametric, semi-parametric and nonparametric approaches, including computationally extensive data-driven techniques, such as empirical likelihood, sequential procedures, and bootstrap methods. Many of these techniques are implemented using popular software such as R and SAS."— Vlad Dragalin, Professor, Johnson and Johnson, Spring House, PA "It is always a pleasure to come across a new book that covers nearly all facets of a branch of science one thought was so broad, so diverse, and so dynamic that no single book could possibly hope to capture all of the fundamentals as well as directions of the field. The topics within the book’s purview—fundamentals of measure-theoretic probability; parametric and non-parametric statistical inference; central limit theorems; basics of martingale theory; Monte Carlo methods; sequential analysis; sequential change-point detection—are all covered with inspiring clarity and precision. The authors are also very thorough and avail themselves of the most recent scholarship. They provide a detailed account of the state of the art, and bring together results that were previously scattered across disparate disciplines. This makes the book more than just a textbook: it is a panoramic companion to the field of Biostatistics. The book is self-contained, and the concise but careful exposition of material makes it accessible to a wide audience. This is appealing to graduate students interested in getting into the field, and also to professors looking to design a course on the subject." — Aleksey S. Polunchenko, Department of Mathematical Sciences, State University of New York at Binghamton This book should be appropriate for use both as a text and as a reference. This book delivers a "ready-to-go" well-structured product to be employed in developing advanced courses. In this book the readers can find classical and new theoretical methods, open problems and new procedures. The book presents biostatistical results that are novel to the current set of books on the market and results that are even new with respect to the modern scientific literature. Several of these results can be found only in this book.
