Multiresolution and hybrid Bayesian algorithms for automatic detection of change points

IEE Proceedings: Vision, Image and Signal Processing

Volumn 145, Issue 4, 1998, Pages 280-286

  MacDougall, S ^a   Nandi, A K ^a   Chapman, R ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Bayesian algorithms; Change points; Mtiltiresolution algorithm

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; CORRELATION METHODS; IMAGE QUALITY; PERFORMANCE; SPURIOUS SIGNAL NOISE; WAVELET TRANSFORMS;

IMAGE ANALYSIS;

EID: 0032141712     PISSN: 1350245X     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-vis:19982150     Document Type: Article

References (42)

1. DECKERT, J.C., DESAI, J., DEYST, J., and WILLSKY, A.S.: 'F-8 DFBW sensor failure analysis using analytic redundancy', IEEE Trans., 1977, AC-22, pp. 795-803
2. FRANK, P.M.: 'Fault diagnosis in dynamic systems using analytical and knowledee based redundancy -a survey and new results', Automatica. 1990, 26, pp. 459-474
3. LOVE, P.L., and SIMAAN, M.: 'Automatic recognition of primitive changes in manufacturing process signals', Pattern Recognit., 1988, 21, (4), pp. 333-342
4. ANDRE-OBRECHT, R.: 'A new statistical approach for the automatic segmentation of continuous speech signals', IEEE Trans., 1988, ASSP-36, (1)
5. GILL, D., SHOMRONY, A., and FLIGELMAN, H.: 'Numerical zonation of log suites and log facies recognition by multivariate clustering', Am. Assoc. Pet. Geol. Bull., 1993, 77, (10), pp. 1781-1791
6. MEHTA, C.H., RADHAKRISHNAN, S., and SRIKANTH, G.: 'Segmentation of well logs by maximum likelihood estimation', Math. Geol., 1990, 22, (7), pp. 853-869
7. VAN DER HEIJDEN, F.: 'Edge and line feature extraction based on covariance', IEEE Trans. Pattern Anal. Mach. Intell., 1995, 17, (1), pp: 16-33
8. SAUTER, D., MARTIN, B.J., DI RENZO, N., and VOMSCHEID, C.: 'Analysis of eye tracking movements using innovations generated by a Kaiman filter', Med. Biol. Eng. Comput., 1991, 29, pp. 63-69
9. TANG, S.M., and MACNEILL, I.B.: 'The effect of autocorrelated errors on change-detection statistics', Environ. Monitor. Assess., 1989, 13, pp. 203-226
10. BASSEVILLE, M., and NIKIFOROV, I.V.: 'Detection of abrupt changes -theory and application' (Prentice Hall, 1993)
11. CARLIN, B.P., GELFAND, A.E., and SMITH, A.F.M.: 'Hierarchical Bayesian analysis of changepoint problems', Appl. Stat., 1992, 41, (2), pp. 389-405
12. CSORGO, H., and HORVATH, L.: 'Nonparametric methods for change point problems' in KRISHNAIAH, P.R., and RAO, C.R. (Eds.): 'Handbook of statistics, vol 7' (Elsevier, 1988), pp. 403-425
13. DUNCAN, A.J.: 'Quality control and industrial statistics' (Irwin, Homewood, Illinois, 1986)
14. FERGER, D.: 'Nonparametric detection of changepoints for sequentially observed data', Stoch. Process. Appl., 1994, 51, pp. 359-372
15. HIMMELBLAU, D.M.: 'Process analysis by statistical methods' (John Wiley and Sons Inc., 1970)
16. JAMES, B., JAMES, K.L., and SIEGMUND, D.: 'Asymptotic approximations for likelihood ratio tests and confidence regions for a change-point in the mean of a multivariate normal distribution', Stat. Sinica. 1992, 2, (1), pp. 69-90
17. KRISHNAIAH, P.R., and MIAO, B.Q.: 'Review about estimation of change points' HZ KRISHNAIAH, P.R., and RAO, C.R., (Eds.): 'Handbook of statistics, vol.7' (Elsevier, 1988), pp. 375-402
18. LAI, T.L.: 'Sequential changepoint detection in quality control and dynamical systems', J. Roy. Stat. Soc. B, 1995, 57, pp. 613-644
19. SHABAN, S.A.: 'Change point problem and two-phase regression: an annotated bibliography', Int. Stat. Rev., 1980, 48, (1), pp. 93-93
20. YAO, Y.C.: 'Estimating the number of change-points via Schwarz' criterion', Stat. Probab. Lett., 1988, 6, pp. 181-189
21. YIN, Y.Q.: 'Detection of the number, locations, and magnitudes of jumps', Commun. Stat. - Stoch. Models, 1988, 4, (3), pp. 445-455
22. ZACKS, S.: 'Survey of classical Bayesian approaches to the change-point problem: fixed sample and sequential procedures of testing and estimation' in RIZVI, M.H., RUSTAGI, J., and SIEGMUND, D. (Eds.): 'Recent advances in statistics: papers in honor of Herman Chernoff on his sixtieth birthday' (Academic Press, New York, 1983), pp. 245-269
23. VETTERLI, M., and KOVACEVIC, J.: 'Wavelets and subband coding' (Prentice Hall, Englewood Cliffs, 1995)
24. RIOUL, O., and VETTERLI, M.: 'Wavelets and signal processing', IEEE Signal Process. Mag., 1991, 8, (4), pp. 14-38
25. YANSUN, X., WEAVER, J.B., DENNIS, M., and JIAN, L.: 'Wavelet transform domain filters: a spatially selective noise filteration technique', IEEE Trans. Image Process., 1994, 3, (6), pp. 747-757
26. MALLAT, S., and ZHONG, S.: 'Characterization of signals from multiscale edges', IEEE Trans. Pattern Anal. Mach. Intell., 1992, 14, pp. 710-732
27. MALLAT, S., and HWANG, W.L.: 'Singularity detection and processing with wavelets', IEEE Trans. Inf. Theory, 1992, 38, (2), pp. 617-643
28. WITKIN, A.:"'Scale space filtering'. Proceedings of 8th international joint conference on Artificial intelligence, 1983
29. ROSENFELD, A., and THURSTON, M.: 'Edge and curve detection for visual scene analysis', IEEE Trans., 1971, C-20, (5), pp. 562-569
30. GROSSMAN, A.: 'Wavelet transform and edge detection in stochastic processes in physics and engineering' in HAZEWINKEL, M. (Ed.) (Reidel, Dodrecht, 1986)
31. MALLAT, S.: 'Zero crossings of a wavelet transform', IEEE Trans. Inf. Theory, 1991, 37, pp. 1019-1033
32. DONOHO, D.L., and JOHNSTONE, I.M.: 'Ideal spatial adaptation via wavelet shrinkage', Biometrika, 1994, 81, pp. 425-455
33. DENJEAN, A., and CASTANIÉ, F.: 'Mean value jump detection: a survey of conventional and wavelet based methods' in CHUI, C.K., MONTEFUSO, L., and PUCCIO, L. (Eds.): 'Wavelet theory, algorithms and applications' (Academic Press, 1994)
34. MACDOUGALL, S., and NANDI, A.K.: 'A fast Bayesian segmentation algorithm', J. Seism. Explor., 1995, 4, pp. 61-71
35. MACDOUGALL, S., and NANDI, A.K.: 'Automatic detection of change-points in univariate datasets'. International conference on Digital signal processing, 1995, pp. 864-869
36. MACDOUGALL, S., and NANDI, A.K.: 'Hybrid Bayesian procedures for automatic detection of change-points', J. Franklin Inst., 1997, 334B, (4), pp. 575-597
37. COIFMAN, R.R., and DONOHO, D.L.: 'Translation-invariant de-noising'. Technical report, Yale University and Stanford University, 1995
38. BASSEVILLE, M.: 'Edge detection using sequential methods for change in level-part II: Sequential detection of change in mean', IEEE Trans., 1981, ASSP-29, (1), pp. 32-50
39. WEBSTER, R.: 'Automatic soil-boundary location from transect data', Math. Geoi, 1973, 5, (1), pp. 27-37
40. PRESS, W.H., TEUKOLSKY, S.A., VETTERLING, W.T., and FLANNERY, B.P.: 'Numerical recipes in C: the art of scientific computing' (Cambridge University Press, 1992, 2nd edn.)
41. Ö-RUANAIDH, J.J.," FITZGERALD, W.J., and POPE, K.J.: 'Recursive Bayesian location of a discontinuity in time series'. Proceedings of IEEE international conference on Acoustics, speech and signal processing, 1994, (4), pp. 513-516
42. WU, M., and FITZGERALD, W.J.: 'Analytical approach to chaneepoint detection in Laplacian noise', IEE Proc. Vis., Image Signal Process., 1995, 142, (3), pp. 174-180