New algorithm for weak changes detection with application to real data. - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2024

New algorithm for weak changes detection with application to real data.

Anis Hoayek
  • Fonction : Collaborateur
  • PersonId : 1343642
Mireille Batton-Hubert

Résumé

We propose a new algorithm for detecting weak changes in the mean of a class piece-wise stationary CHARN models. Through a simulation experiment, we establish the efficacy and precision of the new algorithm in detecting weak changes in the mean and accurately estimating their locations. Furthermore, we illustrate the robust performance of our algorithm through its application to welding electrical signals (WES).
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Dates et versions

hal-04424352 , version 1 (29-01-2024)
hal-04424352 , version 2 (09-12-2024)

Identifiants

  • HAL Id : hal-04424352 , version 2

Citer

Youssef Salman, Anis Hoayek, Mireille Batton-Hubert. New algorithm for weak changes detection with application to real data.. 2024. ⟨hal-04424352v2⟩
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