Decline in wildlife populations is manifest globally, regionally and locally. A wildlife decline of 68% has been reported in Kenya’s rangelands with Baringo County experiencing more than 85% wildlife loss in the last...Decline in wildlife populations is manifest globally, regionally and locally. A wildlife decline of 68% has been reported in Kenya’s rangelands with Baringo County experiencing more than 85% wildlife loss in the last four decades. Greater Kudu (Tragelaphus strepsiceros) is endemic to Lake Bogoria landscape in Baringo County and constitutes a major tourist attraction for the region necessitating use of its photo on the County’s logo and thus a flagship species. Tourism plays a central role in Baringo County’s economy and is a major source of potential growth and employment creation. The study was carried out to assess spatio-temporal change of dispersal areas of Greater Kudu (GK) in Lake Bogoria landscape in the last four years for enhanced adaptive management and improved livelihoods. GK population distribution primary data collected in December 2022 and secondary data acquired from Lake Bogoria National Game Reserve (LBNGR) for 2019 and 2020 were digitized using in a Geographic Information System (GIS). Measures of dispersion and point pattern analysis (PPA) were used to analyze dispersal of GK population using GIS. Spatio-temporal change of GK dispersal in LBNR was evident thus the null hypothesis was rejected. It is recommended that anthropogenic activities contributing to GK’s habitat degradation be curbed by providing alternative livelihood sources and promoting community adoption of sustainable technologies for improved livelihoods.展开更多
Three M_(W)>7.0 earthquakes in 2020-2021 occurred in the Shumagin seismic gap and its adjacent area of the Alaska-Aleutian subduction zone,including the Mw7.8 Simeonof thrust earthquake on July 22,2020,the M_(W)7.6...Three M_(W)>7.0 earthquakes in 2020-2021 occurred in the Shumagin seismic gap and its adjacent area of the Alaska-Aleutian subduction zone,including the Mw7.8 Simeonof thrust earthquake on July 22,2020,the M_(W)7.6 Sand Point strike-slip earthquake on October 19,2020,and the M_(W)8.2 Chignik thrust earthquake on July 29,2021.The spatial and temporal proximity of these three earthquakes prompts us to probe stress-triggering effects among them.Here we examine the coseismic Coulomb stress change imparted by the three earthquakes and their influence on the subduction interface.Our results show that:(1)The Simeonof earthquake has strong loading effects on the subsequent Sand Point and Chignik earthquakes,with the Coulomb stress changes of 3.95 bars and 2.89 bars,respectively.The Coulomb stress change caused by the Sand Point earthquake at the hypocenter of the Chignik earthquake is merely around 0.01 bars,suggesting the negligible triggering effect on the latter earthquake;(2)The triggering effects of the Simeonof,Sand Point,and Chignik earthquakes on aftershocks within three months are not well pronounced because of the triggering rates of 38%,14%,and 43%respectively.Other factors may have played an important role in promoting the occurrence of these aftershocks,such as the roughness of the subduction interface,the complicated velocity structure of the lithosphere,and the heterogeneous prestress therein;(3)The three earthquakes caused remarkable coseismic Coulomb stress changes at the subduction interface nearby these mainshocks,with an average Coulomb stress change of 3.2 bars in the shallow region directly inwards the trench.展开更多
This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones a...This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones and iterative technique.展开更多
The aim of this study is to establish the prevailing conditions of changing climatic trends and change point dates in four selected meteorological stations of Uyo, Benin, Port Harcourt, and Warri in the Niger Delta re...The aim of this study is to establish the prevailing conditions of changing climatic trends and change point dates in four selected meteorological stations of Uyo, Benin, Port Harcourt, and Warri in the Niger Delta region of Nigeria. Using daily or 24-hourly annual maximum series (AMS) data with the Indian Meteorological Department (IMD) and the modified Chowdury Indian Meteorological Department (MCIMD) models were adopted to downscale the time series data. Mann-Kendall (MK) trend and Sen’s Slope Estimator (SSE) test showed a statistically significant trend for Uyo and Benin, while Port Harcourt and Warri showed mild trends. The Sen’s Slope magnitude and variation rate were 21.6, 10.8, 6.00 and 4.4 mm/decade, respectively. The trend change-point analysis showed the initial rainfall change-point dates as 2002, 2005, 1988, and 2000 for Uyo, Benin, Port Harcourt, and Warri, respectively. These prove positive changing climatic conditions for rainfall in the study area. Erosion and flood control facilities analysis and design in the Niger Delta will require the application of Non-stationary IDF modelling.展开更多
Antarctic Peninsula is experiencing one of the largest global warming events worldwide.Shallow water bodies generated by the melting of snow in summer are numerous,and they might act as sentinels of climate change due...Antarctic Peninsula is experiencing one of the largest global warming events worldwide.Shallow water bodies generated by the melting of snow in summer are numerous,and they might act as sentinels of climate change due to their rapid response and ability to integrate catchment information.Shifts in climate can influence the structure of microbial communities which dominate these freshwaters ecosystems.Here,we characterize three ponds at Cierva Point(Antarctic Peninsula)by examining their physico-chemical and morphological characteristics and we explored how different factors modify the structure of the microbial community.We studied the abundance and biomass of heterotrophic bacteria,picocyanobacteria and picoeukaryote algae during January and February of two consecutive summers(2017 and 2018).We found that ponds had different limnological characteristics,due to their location,geomorphological features and presence of the surrounding flora and fauna.Physico-chemical parameters as well as microbial community differed between ponds,months and years.In 2017,most ponds were oligo to mesotrophic states.The larger accumulated rainfall(as a result of environmental changes on the Antarctic Peninsula)during 2018,particularly in February,causes nutrient runoff into water bodies.This affects those ponds with the highest seabird circulation,such as gentoo penguin,increasing eutrophication.As a result,picoplanktonic abundances were higher,and the community structure shifts to a largely heterotrophic bacteria dominated one.These results suggest that these communities could act as sentinels to environmental changes,anticipating a future with mostly hypertrophic ponds.展开更多
Change point detection becomes increasingly important because it can support data analysis by providing labels to the data in an unsupervised manner.In the context of process data analytics,change points in the time s...Change point detection becomes increasingly important because it can support data analysis by providing labels to the data in an unsupervised manner.In the context of process data analytics,change points in the time series of process variables may have an important indication about the process operation.For example,in a batch process,the change points can correspond to the operations and phases defined by the batch recipe.Hence identifying change points can assist labelling the time series data.Various unsupervised algorithms have been developed for change point detection,including the optimisation approachwhich minimises a cost functionwith certain penalties to search for the change points.The Bayesian approach is another,which uses Bayesian statistics to calculate the posterior probability of a specific sample being a change point.The paper investigates how the two approaches for change point detection can be applied to process data analytics.In addition,a new type of cost function using Tikhonov regularisation is proposed for the optimisation approach to reduce irrelevant change points caused by randomness in the data.The novelty lies in using regularisation-based cost functions to handle ill-posed problems of noisy data.The results demonstrate that change point detection is useful for process data analytics because change points can produce data segments corresponding to different operating modes or varying conditions,which will be useful for other machine learning tasks.展开更多
The study focused on the detection of indicators of climate change in 24-hourly annual maximum series (AMS) rainfall data collected for 36 years (1982-2017) for Warri Township, using different statistical methods yiel...The study focused on the detection of indicators of climate change in 24-hourly annual maximum series (AMS) rainfall data collected for 36 years (1982-2017) for Warri Township, using different statistical methods yielded a statistically insignificant positive mild trend. The IMD and MCIMD downscaled model’s time series data respectively produced MK statistics varying from 1.403 to 1.4729, and 1.403 to 1.463 which were less than the critical Z-value of 1.96. Also, the slope magnitude obtained showed a mild increasing trend in variation from 0.0189 to 0.3713, and 0.0175 to 0.5426, with the rate of change in rainfall intensity at 24 hours duration as 0.4536 and 0.42 mm/hr.year (4.536 and 4.2 mm/decade) for the IMD and the MCIMD time series data, respectively. The trend change point date occurred in the year 2000 from the distribution-free CUSUM test with the trend maintaining a significant and steady increase from 2010 to 2015. Thus, this study established the existence of a trend, which is an indication of a changing climate, and satisfied the condition for rainfall Non-stationary intensity-duration-frequency (NS-IDF) modeling required for infrastructural design for combating flooding events.展开更多
Several software reliability growth models (SRGM) have been developed to monitor the reliability growth during the testing phase of software development. In most of the existing research available in the literatures...Several software reliability growth models (SRGM) have been developed to monitor the reliability growth during the testing phase of software development. In most of the existing research available in the literatures, it is considered that a similar testing effort is required on each debugging effort. However, in practice, different types of faults may require different amounts of testing efforts for their detection and removal. Consequently, faults are classified into three categories on the basis of severity: simple, hard and complex. This categorization may be extended to r type of faults on the basis of severity. Although some existing research in the literatures has incorporated this concept that fault removal rate (FRR) is different for different types of faults, they assume that the FRR remains constant during the overall testing period. On the contrary, it has been observed that as testing progresses, FRR changes due to changing testing strategy, skill, environment and personnel resources. In this paper, a general discrete SRGM is proposed for errors of different severity in software systems using the change-point concept. Then, the models are formulated for two particular environments. The models were validated on two real-life data sets. The results show better fit and wider applicability of the proposed models as to different types of failure datasets.展开更多
The degree of spatial similarity plays an important role in map generalization, yet there has been no quantitative research into it. To fill this gap, this study first defines map scale change and spatial similarity d...The degree of spatial similarity plays an important role in map generalization, yet there has been no quantitative research into it. To fill this gap, this study first defines map scale change and spatial similarity degree/relation in multi-scale map spaces and then proposes a model for calculating the degree of spatial similarity between a point cloud at one scale and its gener- alized counterpart at another scale. After validation, the new model features 16 points with map scale change as the x coordinate and the degree of spatial similarity as the y coordinate. Finally, using an application for curve fitting, the model achieves an empirical formula that can calculate the degree of spatial similarity using map scale change as the sole independent variable, and vice versa. This formula can be used to automate algorithms for point feature generalization and to determine when to terminate them during the generalization.展开更多
The Sangha River basin is the largest sub-basin of the Congo River basin, which drains the northern part of the Republic of the Congo-Brazzaville. It is the most important economic zone in this part of the country, wi...The Sangha River basin is the largest sub-basin of the Congo River basin, which drains the northern part of the Republic of the Congo-Brazzaville. It is the most important economic zone in this part of the country, with a strong timber industry, agriculture and hydroelectricity. The catchment also boasts the country’s third-largest river port, located in the town of Ouesso. Unfortunately, increasingly frequent low-water levels in recent years have led to a decline in river navigation and economic activities. So, the aim of this study is to show the effects of climate change over the last six decades in the Sangha watershed at Ouesso hydrological station, located in the north of the Republic of the Congo-Brazzaville, and elucidate its impact on water resources. To achieve this, several statistical and hydrological methods were used. The application of change-point or shift detection tests to flow series from 1961 to 2020 revealed variability in the hydrological cycle, characterized by two major phases of homogeneous flows: a wet surplus phase and a dry deficit phase. The results show one shift in flood flows in 1971 (Buishand test), one shift in yearly average flows or modules in 1971 (Pettitt test and Buishand test), and one shift in low-water flows in 1976, with all two tests. These disruptions were accompanied by a drop in flow of around 15.63%, 21.70% and 35.67%, on average, for floods, modules, and low-water, respectively, a drop in rainfall of around 9.6% and a rise in temperature of around 0.76?C. These flows show an overall downward trend. The calculated recession coefficients show that, over the entire study period, a recession occurred in March 1985.展开更多
The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detectio...The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc. In most previous works, outlier detection and change point detection have not been related explicitly and the change point detections did not consider the influence of outliers, in this work, a unified detection framework was presented to deal with both of them. The framework is based on ALARCON-AQUINO and BARRIA's change points detection method and adopts two-stage detection to divide the outliers and change points. The advantages of it lie in that: firstly, unified structure for change detection and outlier detection further reduces the computational complexity and make the detective procedure simple; Secondly, the detection strategy of outlier detection before change point detection avoids the influence of outliers to the change point detection, and thus improves the accuracy of the change point detection. The simulation experiments of the proposed method for both model data and actual application data have been made and gotten 100% detection accuracy. The comparisons between traditional detection method and the proposed method further demonstrate that the unified detection structure is more accurate when the time series are contaminated by outliers.展开更多
This paper utilizes a change-point estimator based on <span>the </span><span style="font-style:italic;">φ</span><span>-</span><span>divergence. Since </span>&...This paper utilizes a change-point estimator based on <span>the </span><span style="font-style:italic;">φ</span><span>-</span><span>divergence. Since </span><span "=""><span>we seek a </span><span>near perfect</span><span> translation to reality, then locations of parameter change within a finite set of data have to be accounted for since the assumption of </span><span>stationary</span><span> model is too restrictive especially for long time series. The estimator is shown to be consistent through asymptotic theory and finally proven through simulations. The estimator is applied to the generalized Pareto distribution to estimate changes in the scale and shape parameters.</span></span>展开更多
风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划...风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划分不同置信区间求取置信度方法解决奇异变点的不确定度问题。通过实验对算法进行验证,得出以下结论:Change-Point算法能够有效挖掘到历史数据中的一维及二维模型数据的变化,并给出变点;Change-Point算法思想是挖掘出数据本身的规律性,不受其他条件限制,因此可广泛应用于风电机组数据采集与监视控制(supervisory control and data acquisition,SCADA)系统变量数据挖掘中的问题回溯,快速定位SCADA数据状态变化点。展开更多
Electrostatic monitoring technology of particle charging information can facilitate online monitoring of aero-engine,which effectively enhances engine fault diagnosis and health managements.Unlike traditional engine s...Electrostatic monitoring technology of particle charging information can facilitate online monitoring of aero-engine,which effectively enhances engine fault diagnosis and health managements.Unlike traditional engine state monitoring technologies,aircraft engine monitoring by gas path electrostatic monitoring not only covers the predicted information source itself,but also detects the information that can provide an early warnings for initial fault states through gas path charging levels.This paper establishes a non-stationary time sequence change-point model for anomaly recognition of electrostatic signals based on change-point theory combined with difference method of non-stationary time series.Finally,electrostatic induction data were utilized by the engine life test for a particular aircraft to validate the proposed algorithm.The results indicate that the activity level and the event rate were0.5—0.8(nc)and 50%,respectively,which were far greater than 4—12(pc)and 0—4% under normal working conditions of the engine.展开更多
This paper mainly investigated the basic information about non-stationary trend change point patterns. After performing the investigation, the corresponding results show the existence of a trend, its magnitude, and ch...This paper mainly investigated the basic information about non-stationary trend change point patterns. After performing the investigation, the corresponding results show the existence of a trend, its magnitude, and change points in 24-hourly annual maximum series (AMS) extracted from monthly maximum series (MMS) data for thirty years (1986-2015) rainfall data for Uyo metropolis. Trend analysis was performed using Mann-Kendall (MK) test and Sen’s slope estimator (SSE) used to obtain the trend magnitude, while the trend change point analysis was conducted using the distribution-free cumulative sum test (CUSUM) and the sequential Mann-Kendall test (SQMK). A free CUSUM plot date of change point of rainfall trend as 2002 at 90% confidence interval was obtained from where the increasing trend started and became more pronounced in the year 2011, another change point year from the SQMK plot with the trend intensifying. The SSE gave an average rate of change in rainfall as 2.1288 and 2.16 mm/year for AMS and MMS time series data respectively. Invariably, the condition for Non-stationary concept application is met for intensity-duration-frequency modeling.展开更多
A number of statistical tests are proposed for the purpose of change-point detection in a general nonparametric regression model under mild conditions. New proofs are given to prove the weak convergence of the underly...A number of statistical tests are proposed for the purpose of change-point detection in a general nonparametric regression model under mild conditions. New proofs are given to prove the weak convergence of the underlying processes which assume remove the stringent condition of bounded total variation of the regression function and need only second moments. Since many quantities, such as the regression function, the distribution of the covariates and the distribution of the errors, are unspecified, the results are not distribution-free. A weighted bootstrap approach is proposed to approximate the limiting distributions. Results of a simulation study for this paper show good performance for moderate samples sizes.展开更多
In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of chang...In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of change points is known, the rate of convergence of change-points estimation is derived. The result is also true for p-mixing, φ-mixing, a-mixing, associated and negatively associated sequences under suitable conditions.展开更多
The assumption of stationarity is too restrictive especially for long time series. This paper studies the change point problem through a change point estimator based on the <span style="color:#4F4F4F;font-fami...The assumption of stationarity is too restrictive especially for long time series. This paper studies the change point problem through a change point estimator based on the <span style="color:#4F4F4F;font-family:Simsun;font-size:14px;white-space:normal;background-color:#FFFFFF;">φ</span><span><span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-divergence which provides a rich set of distance like measures between pairs of distributions. The change point problem is considered in the following sub-fields: the problem of divergence estimation, testing for the homogeneity between two samples as well as estimating the time of change. The asymptotic distribution of the change point estimator is estimated by the limiting distribution of a stochastic process within given bounds through asymptotic theory surrounding the likelihood theory. The distribution is found to converge to that of a standardized Brownian bridge process.</span></span></span>展开更多
In this paper, the roughness of the model function to the basis functions and its properties have been considered. We also consider some conditions to take the limit of the roughness when the observations are i.i.d. A...In this paper, the roughness of the model function to the basis functions and its properties have been considered. We also consider some conditions to take the limit of the roughness when the observations are i.i.d. An explicit formula to calculate the power of change-point test for the two phases regression through the roughness was obtained.展开更多
文摘Decline in wildlife populations is manifest globally, regionally and locally. A wildlife decline of 68% has been reported in Kenya’s rangelands with Baringo County experiencing more than 85% wildlife loss in the last four decades. Greater Kudu (Tragelaphus strepsiceros) is endemic to Lake Bogoria landscape in Baringo County and constitutes a major tourist attraction for the region necessitating use of its photo on the County’s logo and thus a flagship species. Tourism plays a central role in Baringo County’s economy and is a major source of potential growth and employment creation. The study was carried out to assess spatio-temporal change of dispersal areas of Greater Kudu (GK) in Lake Bogoria landscape in the last four years for enhanced adaptive management and improved livelihoods. GK population distribution primary data collected in December 2022 and secondary data acquired from Lake Bogoria National Game Reserve (LBNGR) for 2019 and 2020 were digitized using in a Geographic Information System (GIS). Measures of dispersion and point pattern analysis (PPA) were used to analyze dispersal of GK population using GIS. Spatio-temporal change of GK dispersal in LBNR was evident thus the null hypothesis was rejected. It is recommended that anthropogenic activities contributing to GK’s habitat degradation be curbed by providing alternative livelihood sources and promoting community adoption of sustainable technologies for improved livelihoods.
基金supported by grants from the National Natural Science Foundation of China(Grant No.sU2139205,41774011,41874011)the National Key Research and Development Program of China(Grant No.2018YFC1503605)。
文摘Three M_(W)>7.0 earthquakes in 2020-2021 occurred in the Shumagin seismic gap and its adjacent area of the Alaska-Aleutian subduction zone,including the Mw7.8 Simeonof thrust earthquake on July 22,2020,the M_(W)7.6 Sand Point strike-slip earthquake on October 19,2020,and the M_(W)8.2 Chignik thrust earthquake on July 29,2021.The spatial and temporal proximity of these three earthquakes prompts us to probe stress-triggering effects among them.Here we examine the coseismic Coulomb stress change imparted by the three earthquakes and their influence on the subduction interface.Our results show that:(1)The Simeonof earthquake has strong loading effects on the subsequent Sand Point and Chignik earthquakes,with the Coulomb stress changes of 3.95 bars and 2.89 bars,respectively.The Coulomb stress change caused by the Sand Point earthquake at the hypocenter of the Chignik earthquake is merely around 0.01 bars,suggesting the negligible triggering effect on the latter earthquake;(2)The triggering effects of the Simeonof,Sand Point,and Chignik earthquakes on aftershocks within three months are not well pronounced because of the triggering rates of 38%,14%,and 43%respectively.Other factors may have played an important role in promoting the occurrence of these aftershocks,such as the roughness of the subduction interface,the complicated velocity structure of the lithosphere,and the heterogeneous prestress therein;(3)The three earthquakes caused remarkable coseismic Coulomb stress changes at the subduction interface nearby these mainshocks,with an average Coulomb stress change of 3.2 bars in the shallow region directly inwards the trench.
文摘This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones and iterative technique.
文摘The aim of this study is to establish the prevailing conditions of changing climatic trends and change point dates in four selected meteorological stations of Uyo, Benin, Port Harcourt, and Warri in the Niger Delta region of Nigeria. Using daily or 24-hourly annual maximum series (AMS) data with the Indian Meteorological Department (IMD) and the modified Chowdury Indian Meteorological Department (MCIMD) models were adopted to downscale the time series data. Mann-Kendall (MK) trend and Sen’s Slope Estimator (SSE) test showed a statistically significant trend for Uyo and Benin, while Port Harcourt and Warri showed mild trends. The Sen’s Slope magnitude and variation rate were 21.6, 10.8, 6.00 and 4.4 mm/decade, respectively. The trend change-point analysis showed the initial rainfall change-point dates as 2002, 2005, 1988, and 2000 for Uyo, Benin, Port Harcourt, and Warri, respectively. These prove positive changing climatic conditions for rainfall in the study area. Erosion and flood control facilities analysis and design in the Niger Delta will require the application of Non-stationary IDF modelling.
基金supported by ANPCy T (Grant PICT-2016-2517) directed by Dr. G. Matalonithe National Scientific and Technical Research Council-Argentina (CONICET)
文摘Antarctic Peninsula is experiencing one of the largest global warming events worldwide.Shallow water bodies generated by the melting of snow in summer are numerous,and they might act as sentinels of climate change due to their rapid response and ability to integrate catchment information.Shifts in climate can influence the structure of microbial communities which dominate these freshwaters ecosystems.Here,we characterize three ponds at Cierva Point(Antarctic Peninsula)by examining their physico-chemical and morphological characteristics and we explored how different factors modify the structure of the microbial community.We studied the abundance and biomass of heterotrophic bacteria,picocyanobacteria and picoeukaryote algae during January and February of two consecutive summers(2017 and 2018).We found that ponds had different limnological characteristics,due to their location,geomorphological features and presence of the surrounding flora and fauna.Physico-chemical parameters as well as microbial community differed between ponds,months and years.In 2017,most ponds were oligo to mesotrophic states.The larger accumulated rainfall(as a result of environmental changes on the Antarctic Peninsula)during 2018,particularly in February,causes nutrient runoff into water bodies.This affects those ponds with the highest seabird circulation,such as gentoo penguin,increasing eutrophication.As a result,picoplanktonic abundances were higher,and the community structure shifts to a largely heterotrophic bacteria dominated one.These results suggest that these communities could act as sentinels to environmental changes,anticipating a future with mostly hypertrophic ponds.
基金support by the Federal Ministry for Economic Affairs and Climate Action of Germany(BMWK)within the Innovation Platform“KEEN-Artificial Intelligence Incubator Laboratory in the Process Industry”(Grant No.01MK20014T)The research of L.B.is supported by the Swedish Research Council Grant VR 2018-03661。
文摘Change point detection becomes increasingly important because it can support data analysis by providing labels to the data in an unsupervised manner.In the context of process data analytics,change points in the time series of process variables may have an important indication about the process operation.For example,in a batch process,the change points can correspond to the operations and phases defined by the batch recipe.Hence identifying change points can assist labelling the time series data.Various unsupervised algorithms have been developed for change point detection,including the optimisation approachwhich minimises a cost functionwith certain penalties to search for the change points.The Bayesian approach is another,which uses Bayesian statistics to calculate the posterior probability of a specific sample being a change point.The paper investigates how the two approaches for change point detection can be applied to process data analytics.In addition,a new type of cost function using Tikhonov regularisation is proposed for the optimisation approach to reduce irrelevant change points caused by randomness in the data.The novelty lies in using regularisation-based cost functions to handle ill-posed problems of noisy data.The results demonstrate that change point detection is useful for process data analytics because change points can produce data segments corresponding to different operating modes or varying conditions,which will be useful for other machine learning tasks.
文摘The study focused on the detection of indicators of climate change in 24-hourly annual maximum series (AMS) rainfall data collected for 36 years (1982-2017) for Warri Township, using different statistical methods yielded a statistically insignificant positive mild trend. The IMD and MCIMD downscaled model’s time series data respectively produced MK statistics varying from 1.403 to 1.4729, and 1.403 to 1.463 which were less than the critical Z-value of 1.96. Also, the slope magnitude obtained showed a mild increasing trend in variation from 0.0189 to 0.3713, and 0.0175 to 0.5426, with the rate of change in rainfall intensity at 24 hours duration as 0.4536 and 0.42 mm/hr.year (4.536 and 4.2 mm/decade) for the IMD and the MCIMD time series data, respectively. The trend change point date occurred in the year 2000 from the distribution-free CUSUM test with the trend maintaining a significant and steady increase from 2010 to 2015. Thus, this study established the existence of a trend, which is an indication of a changing climate, and satisfied the condition for rainfall Non-stationary intensity-duration-frequency (NS-IDF) modeling required for infrastructural design for combating flooding events.
文摘Several software reliability growth models (SRGM) have been developed to monitor the reliability growth during the testing phase of software development. In most of the existing research available in the literatures, it is considered that a similar testing effort is required on each debugging effort. However, in practice, different types of faults may require different amounts of testing efforts for their detection and removal. Consequently, faults are classified into three categories on the basis of severity: simple, hard and complex. This categorization may be extended to r type of faults on the basis of severity. Although some existing research in the literatures has incorporated this concept that fault removal rate (FRR) is different for different types of faults, they assume that the FRR remains constant during the overall testing period. On the contrary, it has been observed that as testing progresses, FRR changes due to changing testing strategy, skill, environment and personnel resources. In this paper, a general discrete SRGM is proposed for errors of different severity in software systems using the change-point concept. Then, the models are formulated for two particular environments. The models were validated on two real-life data sets. The results show better fit and wider applicability of the proposed models as to different types of failure datasets.
基金funded by the Natural Science Foundation Committee,China(41364001,41371435)
文摘The degree of spatial similarity plays an important role in map generalization, yet there has been no quantitative research into it. To fill this gap, this study first defines map scale change and spatial similarity degree/relation in multi-scale map spaces and then proposes a model for calculating the degree of spatial similarity between a point cloud at one scale and its gener- alized counterpart at another scale. After validation, the new model features 16 points with map scale change as the x coordinate and the degree of spatial similarity as the y coordinate. Finally, using an application for curve fitting, the model achieves an empirical formula that can calculate the degree of spatial similarity using map scale change as the sole independent variable, and vice versa. This formula can be used to automate algorithms for point feature generalization and to determine when to terminate them during the generalization.
文摘The Sangha River basin is the largest sub-basin of the Congo River basin, which drains the northern part of the Republic of the Congo-Brazzaville. It is the most important economic zone in this part of the country, with a strong timber industry, agriculture and hydroelectricity. The catchment also boasts the country’s third-largest river port, located in the town of Ouesso. Unfortunately, increasingly frequent low-water levels in recent years have led to a decline in river navigation and economic activities. So, the aim of this study is to show the effects of climate change over the last six decades in the Sangha watershed at Ouesso hydrological station, located in the north of the Republic of the Congo-Brazzaville, and elucidate its impact on water resources. To achieve this, several statistical and hydrological methods were used. The application of change-point or shift detection tests to flow series from 1961 to 2020 revealed variability in the hydrological cycle, characterized by two major phases of homogeneous flows: a wet surplus phase and a dry deficit phase. The results show one shift in flood flows in 1971 (Buishand test), one shift in yearly average flows or modules in 1971 (Pettitt test and Buishand test), and one shift in low-water flows in 1976, with all two tests. These disruptions were accompanied by a drop in flow of around 15.63%, 21.70% and 35.67%, on average, for floods, modules, and low-water, respectively, a drop in rainfall of around 9.6% and a rise in temperature of around 0.76?C. These flows show an overall downward trend. The calculated recession coefficients show that, over the entire study period, a recession occurred in March 1985.
基金Project(2011AA040603) supported by the National High Technology Ressarch & Development Program of ChinaProject(201202226) supported by the Natural Science Foundation of Liaoning Province, China
文摘The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc. In most previous works, outlier detection and change point detection have not been related explicitly and the change point detections did not consider the influence of outliers, in this work, a unified detection framework was presented to deal with both of them. The framework is based on ALARCON-AQUINO and BARRIA's change points detection method and adopts two-stage detection to divide the outliers and change points. The advantages of it lie in that: firstly, unified structure for change detection and outlier detection further reduces the computational complexity and make the detective procedure simple; Secondly, the detection strategy of outlier detection before change point detection avoids the influence of outliers to the change point detection, and thus improves the accuracy of the change point detection. The simulation experiments of the proposed method for both model data and actual application data have been made and gotten 100% detection accuracy. The comparisons between traditional detection method and the proposed method further demonstrate that the unified detection structure is more accurate when the time series are contaminated by outliers.
文摘This paper utilizes a change-point estimator based on <span>the </span><span style="font-style:italic;">φ</span><span>-</span><span>divergence. Since </span><span "=""><span>we seek a </span><span>near perfect</span><span> translation to reality, then locations of parameter change within a finite set of data have to be accounted for since the assumption of </span><span>stationary</span><span> model is too restrictive especially for long time series. The estimator is shown to be consistent through asymptotic theory and finally proven through simulations. The estimator is applied to the generalized Pareto distribution to estimate changes in the scale and shape parameters.</span></span>
文摘风电机组运行过程中,一些故障导致设备状态发生改变,状态的改变发生在一个持续的时间序列中,找到变化点的时间对于故障回溯及根本原因分析具有重要价值。该文研究风电信号及状态时序变化的特点,引入统计学中的Change-Point算法,通过划分不同置信区间求取置信度方法解决奇异变点的不确定度问题。通过实验对算法进行验证,得出以下结论:Change-Point算法能够有效挖掘到历史数据中的一维及二维模型数据的变化,并给出变点;Change-Point算法思想是挖掘出数据本身的规律性,不受其他条件限制,因此可广泛应用于风电机组数据采集与监视控制(supervisory control and data acquisition,SCADA)系统变量数据挖掘中的问题回溯,快速定位SCADA数据状态变化点。
基金supported by the Initial Scientific Research Fund (No.2015QD02S)the Foundation Research Funds for the Central Universities (No.3122016A004, 3122017027)
文摘Electrostatic monitoring technology of particle charging information can facilitate online monitoring of aero-engine,which effectively enhances engine fault diagnosis and health managements.Unlike traditional engine state monitoring technologies,aircraft engine monitoring by gas path electrostatic monitoring not only covers the predicted information source itself,but also detects the information that can provide an early warnings for initial fault states through gas path charging levels.This paper establishes a non-stationary time sequence change-point model for anomaly recognition of electrostatic signals based on change-point theory combined with difference method of non-stationary time series.Finally,electrostatic induction data were utilized by the engine life test for a particular aircraft to validate the proposed algorithm.The results indicate that the activity level and the event rate were0.5—0.8(nc)and 50%,respectively,which were far greater than 4—12(pc)and 0—4% under normal working conditions of the engine.
文摘This paper mainly investigated the basic information about non-stationary trend change point patterns. After performing the investigation, the corresponding results show the existence of a trend, its magnitude, and change points in 24-hourly annual maximum series (AMS) extracted from monthly maximum series (MMS) data for thirty years (1986-2015) rainfall data for Uyo metropolis. Trend analysis was performed using Mann-Kendall (MK) test and Sen’s slope estimator (SSE) used to obtain the trend magnitude, while the trend change point analysis was conducted using the distribution-free cumulative sum test (CUSUM) and the sequential Mann-Kendall test (SQMK). A free CUSUM plot date of change point of rainfall trend as 2002 at 90% confidence interval was obtained from where the increasing trend started and became more pronounced in the year 2011, another change point year from the SQMK plot with the trend intensifying. The SSE gave an average rate of change in rainfall as 2.1288 and 2.16 mm/year for AMS and MMS time series data respectively. Invariably, the condition for Non-stationary concept application is met for intensity-duration-frequency modeling.
文摘A number of statistical tests are proposed for the purpose of change-point detection in a general nonparametric regression model under mild conditions. New proofs are given to prove the weak convergence of the underlying processes which assume remove the stringent condition of bounded total variation of the regression function and need only second moments. Since many quantities, such as the regression function, the distribution of the covariates and the distribution of the errors, are unspecified, the results are not distribution-free. A weighted bootstrap approach is proposed to approximate the limiting distributions. Results of a simulation study for this paper show good performance for moderate samples sizes.
基金Supported by the National Natural Science Foundation of China(10471126).
文摘In this paper, the least square estimator in the problem of multiple change points estimation is studied. Here, the moving-average processes of ALNQD sequence in the mean shifts are discussed. When the number of change points is known, the rate of convergence of change-points estimation is derived. The result is also true for p-mixing, φ-mixing, a-mixing, associated and negatively associated sequences under suitable conditions.
文摘The assumption of stationarity is too restrictive especially for long time series. This paper studies the change point problem through a change point estimator based on the <span style="color:#4F4F4F;font-family:Simsun;font-size:14px;white-space:normal;background-color:#FFFFFF;">φ</span><span><span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">-divergence which provides a rich set of distance like measures between pairs of distributions. The change point problem is considered in the following sub-fields: the problem of divergence estimation, testing for the homogeneity between two samples as well as estimating the time of change. The asymptotic distribution of the change point estimator is estimated by the limiting distribution of a stochastic process within given bounds through asymptotic theory surrounding the likelihood theory. The distribution is found to converge to that of a standardized Brownian bridge process.</span></span></span>
文摘In this paper, the roughness of the model function to the basis functions and its properties have been considered. We also consider some conditions to take the limit of the roughness when the observations are i.i.d. An explicit formula to calculate the power of change-point test for the two phases regression through the roughness was obtained.