基于一元方差分析的正态分布均值变点检测研究

Normal Distribution Mean Change Point Detection Based on Variance Analysis

提出利用一元方差分析研究正态分布的均值变点检测问题,数值模拟及实例分析均表明,该方法与传统均值变点检测的最小二乘法同样能够有效检测出变点位置。

ln this paper,variance analysis is used to study the normal distribution mean change point detection problem. Numerical simulation and example analysis show that this method can effectively detect the same point location as the same as the traditional least square method.