Comparison of three algorithms for parametric change-point detection
Résumé
Numerous sensors placed on aircraft engines capture a consid- erable amount of data during tests or flights. In order to detect potential crucial changes of characteristic features, it is relevant to develop powerful statistical algorithms. This manuscript aims at detecting change-points, in an off-line framework, in piecewise-linear models and with an unknown number of change-points. In this context, three recent algorithms are con- sidered, implemented and compared on simulated and real data.