Download or read book Sequential Change Detection and Hypothesis Testing written by Alexander Tartakovsky and published by CRC Press. This book was released on 2019-12-31 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Sequential Analysis written by Alexander Tartakovsky and published by CRC Press. This book was released on 2014-08-27 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.

Download or read book Stochastic Theory and Control written by Bozenna Pasik-Duncan and published by Springer. This book was released on 2003-07-01 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its applications. The workshop provided an opportunity for many stochastic control researchers to network and discuss cutting-edge technologies and applications, teaching and future directions of stochastic control. Furthermore, the workshop focused on promoting control theory, in particular stochastic control, and it promoted collaborative initiatives in stochastic theory and control and stochastic c- trol education. The lecture on “Adaptation of Real-Time Seizure Detection Algorithm” was videotaped by the PBS. Participants of the workshop have been involved in contributing to the documentary being ?lmed by PBS which highlights the extraordinary work on “Math, Medicine and the Mind: Discovering Tre- ments for Epilepsy” that examines the e?orts of the multidisciplinary team on which several of the participants of the workshop have been working for many years to solve one of the world’s most dramatic neurological conditions. Invited high school teachers of Math and Science were among the part- ipants of this professional meeting.

Download or read book Fault Detection Supervision and Safety of Technical Processes 2003 SAFEPROCESS 2003 written by Marcel Staroswiecki and published by Elsevier. This book was released on 2004-02-27 with total page 1210 pages. Available in PDF, EPUB and Kindle. Book excerpt: A three-volume work bringing together papers presented at 'SAFEPROCESS 2003', including four plenary papers on statistical, physical-model-based and logical-model-based approaches to fault detection and diagnosis, as well as 178 regular papers.

Download or read book Active Fault Tolerant Control Systems written by Mufeed Mahmoud and published by Springer Science & Business Media. This book was released on 2003-02-13 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern technological systems rely on sophisticated control functions to meet increased performance requirements. For such systems, Fault Tolerant Control Systems (FTCS) need to be developed. Active FTCS are dependent on a Fault Detection and Identification (FDI) process to monitor system performance and to detect and isolate faults in the systems. The main objective of this book is to study and to validate some important issues in real-time Active FTCS by means of theoretical analysis and simulation. Several models are presented to achieve this objective, taking into consideration practical aspects of the system to be controlled, performance deterioration in FDI algorithms, and limitations in reconfigurable control laws.

Download or read book Combining Modelling and Analyzing Imprecision Randomness and Dependence written by Jonathan Ansari and published by Springer Nature. This book was released on with total page 579 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Supervision and Safety of Complex Systems written by Nada Matta and published by John Wiley & Sons. This book was released on 2012-12-17 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents results of projects carried out by both scientific and industry researchers into the techniques to help in maintenance, control, supervision and security of systems, taking into account the technical environmental and human factors. This work is supported by the Scientific Group GIS 3SGS. It is a collaborative work from 13 partners (academic and industrial) who have come together to deal with security problems. The problems and techniques discussed mainly focus on stochastic and dynamic modeling, maintenance, forecasting, diagnosis, reliability, performance, organizational, human and environmental factors, uncertainty and experience feedback.

Download or read book Change Point Analysis in Nonstationary Stochastic Models written by Boris Brodsky and published by CRC Press. This book was released on 2016-12-12 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Probability Finance And Insurance Proceedings Of A Workshop written by Siu Pang Yung and published by World Scientific. This book was released on 2004-06-28 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Download or read book Statistica Sinica written by and published by . This book was released on 2001 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Proceedings of the Pacific Rim Statistical Conference for Production Engineering written by Dongseok Choi and published by Springer. This book was released on 2018-03-27 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the proceedings of the 2nd Pacific Rim Statistical Conference for Production Engineering: Production Engineering, Big Data and Statistics, which took place at Seoul National University in Seoul, Korea in December, 2016. The papers included discuss a wide range of statistical challenges, methods and applications for big data in production engineering, and introduce recent advances in relevant statistical methods.

Download or read book Probability Finance and Insurance written by T. L. Lai and published by World Scientific. This book was released on 2004 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction. This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory OCo particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory OCo it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings- (ISSHP- / ISI Proceedings). OCo Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Contents: Limit Theorems for Moving Averages (T L Lai); On Large Deviations for Moving Average Processes (L Wu); Recent Progress on Self-Normalized Limit Theorems (Q-M Shao); Limit Theorems for Independent Self-Normalized Sums (B-Y Jing); Phase Changes in Random Recursive Structures and Algorithms (H-K Hwang); JohnsonOCoMehl Tessellations: Asymptotics and Inferences (S N Chiu); Rapid Simulation of Correlated Defaults and the Valuation of Basket Default Swaps (Z Zhang et al.); Dynamic Protection with Optimal Withdrawal (H U Gerber & E S W Shiu); Ruin Probability for a Model Under Markovian Switching Regime (H Yang & G Yin); and other papers. Readership: Researchers and graduate students in probability and statistics."

Download or read book Engineering Asset Management written by Joseph Mathew and published by Springer Science & Business Media. This book was released on 2008-02-06 with total page 1261 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is with great pleasure that we welcome you to the inaugural World Congress on Engineering Asset Management (WCEAM) being held at the Conrad Jupiters Hotel on the Gold Coast from July 11 to 14, 2006. More than 170 authors from 28 countries have contributed over 160 papers to be presented over the first three days of the conference. Day four will be host to a series of workshops devoted to the practice of various aspects of Engineering Asset Management. WCEAM is a new annual global forum on the various multidisciplinary aspects of Engineering Asset Management. It deals with the presentation and publication of outputs of research and development activities as well as the application of knowledge in the practical aspects of: strategic asset management risk management in asset management design and life-cycle integrity of physical assets asset performance and level of service models financial analysis methods for physical assets reliability modelling and prognostics information systems and knowledge management asset data management, warehousing and mining condition monitoring and intelligent maintenance intelligent sensors and devices regulations and standards in asset management human dimensions in integrated asset management education and training in asset management and performance management in asset management. We have attracted academics, practitioners and scientists from around the world to share their knowledge in this important emerging transdiscipline that impacts on almost every aspect of daily life.

Download or read book Machine Learning Methods for Behaviour Analysis and Anomaly Detection in Video written by Olga Isupova and published by Springer. This book was released on 2018-02-24 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis proposes machine learning methods for understanding scenes via behaviour analysis and online anomaly detection in video. The book introduces novel Bayesian topic models for detection of events that are different from typical activities and a novel framework for change point detection for identifying sudden behavioural changes. Behaviour analysis and anomaly detection are key components of intelligent vision systems. Anomaly detection can be considered from two perspectives: abnormal events can be defined as those that violate typical activities or as a sudden change in behaviour. Topic modelling and change-point detection methodologies, respectively, are employed to achieve these objectives. The thesis starts with the development of learning algorithms for a dynamic topic model, which extract topics that represent typical activities of a scene. These typical activities are used in a normality measure in anomaly detection decision-making. The book also proposes a novel anomaly localisation procedure. In the first topic model presented, a number of topics should be specified in advance. A novel dynamic nonparametric hierarchical Dirichlet process topic model is then developed where the number of topics is determined from data. Batch and online inference algorithms are developed. The latter part of the thesis considers behaviour analysis and anomaly detection within the change-point detection methodology. A novel general framework for change-point detection is introduced. Gaussian process time series data is considered. Statistical hypothesis tests are proposed for both offline and online data processing and multiple change point detection are proposed and theoretical properties of the tests are derived. The thesis is accompanied by open-source toolboxes that can be used by researchers and engineers.

Download or read book Boundary Crossing Theory in Change point Detection and Its Applications written by Hockpeng Chan and published by . This book was released on 1998 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applied Science Technology Index written by and published by . This book was released on 2000 with total page 1688 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Fault Detection Supervision and Safety of Technical Processes 2006 written by Hong-Yue Zhang and published by Elsevier. This book was released on 2007-03-01 with total page 1576 pages. Available in PDF, EPUB and Kindle. Book excerpt: The safe and reliable operation of technical systems is of great significance for the protection of human life and health, the environment, and of the vested economic value. The correct functioning of those systems has a profound impact also on production cost and product quality. The early detection of faults is critical in avoiding performance degradation and damage to the machinery or human life. Accurate diagnosis then helps to make the right decisions on emergency actions and repairs. Fault detection and diagnosis (FDD) has developed into a major area of research, at the intersection of systems and control engineering, artificial intelligence, applied mathematics and statistics, and such application fields as chemical, electrical, mechanical and aerospace engineering. IFAC has recognized the significance of FDD by launching a triennial symposium series dedicated to the subject. The SAFEPROCESS Symposium is organized every three years since the first symposium held in Baden-Baden in 1991. SAFEPROCESS 2006, the 6th IFAC Symposium on Fault Detection, Supervision and Safety of Technical Processes was held in Beijing, PR China. The program included three plenary papers, two semi-plenary papers, two industrial talks by internationally recognized experts and 258 regular papers, which have been selected out of a total of 387 regular and invited papers submitted. * Discusses the developments and future challenges in all aspects of fault diagnosis and fault tolerant control * 8 invited and 36 contributed sessions included with a special session on the demonstration of process monitoring and diagnostic software tools