ArticlePloS one2014
A novel method for fast Change-Point detection on simulated time series and electrocardiogram data.
Article in PloS one, 2014. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 4 papers.
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Who cites it
4 citing papers in PubMed.
- A Weighted Error Distance Metrics (WEDM) for Performance Evaluation on Multiple Change-Point (MCP) Detection in Synthetic Time Series.Computational intelligence and neuroscience · 2022Article
- A greedy graph search algorithm based on changepoint analysis for automatic QRS complex detection.Computers in biology and medicine · 2021Article
- Article
- A Fast Framework for Abrupt Change Detection Based on Binary Search Trees and Kolmogorov Statistic.Computational intelligence and neuroscience · 2016Article
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Authors and funding
4 authors.
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Abstract
Although Kolmogorov-Smirnov (KS) statistic is a widely used method, some weaknesses exist in investigating abrupt Change Point (CP) problems, e.g. it is time-consuming and invalid sometimes. To detect abrupt change from time series fast, a novel method is proposed based on Haar Wavelet (HW) and KS statistic (HWKS). First, the two Binary Search Trees (BSTs), termed TcA and TcD, are constructed by multi-level HW from a diagnosed time series; the framework of HWKS method is implemented by introducing a modified KS statistic and two search rules based on the two BSTs; and then fast CP detection is implemented by two HWKS-based algorithms. Second, the performance of HWKS is evaluated by simulated time series dataset. The simulations show that HWKS is faster, more sensitive and efficient than KS, HW, and T methods. Last, HWKS is applied to analyze the electrocardiogram (ECG) time series, the experiment results show that the proposed method can find abrupt change from ECG segment with maximal data fluctuation more quickly and efficiently, and it is very helpful to inspect and diagnose the different state of health from a patient's ECG signal.
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