메뉴 건너뛰기




Volumn 18, Issue 8, 2010, Pages 990-1002

Change point detection in time series data with random forests

Author keywords

Detection algorithms; Machine learning; Singular value decomposition; Subspace methods; Time series analysis

Indexed keywords

BINARY CLASSIFICATION PROBLEMS; CHANGE POINT DETECTION; CHANGE-POINTS; COMPLEX NONLINEAR SYSTEM; DETECTION ALGORITHM; DYNAMIC SYSTEMS; IN-PHASE; LARGE CLASS; MACHINE-LEARNING; MATRIX; MULTIVARIATE TIME SERIES; PROCESS CONDITION; PROXIMITY MATRIX; RANDOM FORESTS; SUB-SPACE METHODS; TIME-SERIES DATA; TRAJECTORY MATRIX;

EID: 77955173484     PISSN: 09670661     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.conengprac.2010.04.005     Document Type: Article
Times cited : (31)

References (39)
  • 2
    • 33747888277 scopus 로고    scopus 로고
    • Monitoring disruptions in financial markets
    • Andreaou E., Ghysels E. Monitoring disruptions in financial markets. Journal of Econometrics 2006, 135(1-2):77-124.
    • (2006) Journal of Econometrics , vol.135 , Issue.1-2 , pp. 77-124
    • Andreaou, E.1    Ghysels, E.2
  • 4
    • 77955171138 scopus 로고
    • Bartlett, & Uhrig. Nuclear power plant diagnostics using artificial neural networks, Proceedings of the Frontiers in Innovative Computing for the Nuclear Industry. Jackson, Wyoming, USA, September 15-18.
    • Bartlett, & Uhrig (1991). Nuclear power plant diagnostics using artificial neural networks, Proceedings of the Frontiers in Innovative Computing for the Nuclear Industry (pp. 644-653). Jackson, Wyoming, USA, September 15-18.
    • (1991) , pp. 644-653
  • 6
    • 0034334911 scopus 로고    scopus 로고
    • Next generation structural health monitoring and its integration into aircraft design
    • Boller C. Next generation structural health monitoring and its integration into aircraft design. International Journal of Systems Science 2000, 31(110):1333-1349.
    • (2000) International Journal of Systems Science , vol.31 , Issue.110 , pp. 1333-1349
    • Boller, C.1
  • 7
    • 60249088035 scopus 로고    scopus 로고
    • Coupling principal component analysis and Kalman filtering algorithms for on-line aircraft engine diagnostics
    • Borguet S., Léonard O. Coupling principal component analysis and Kalman filtering algorithms for on-line aircraft engine diagnostics. Control Engineering Practice 2009, 17(4):494-502.
    • (2009) Control Engineering Practice , vol.17 , Issue.4 , pp. 494-502
    • Borguet, S.1    Léonard, O.2
  • 8
    • 77955171389 scopus 로고    scopus 로고
    • Random Forests Manual v4.0. Technical report. UC Berkeley, 〈
    • Breiman, L., & Cutler, A. (2003). Random Forests Manual v4.0. Technical report. UC Berkeley, 〈ftp://ftp.stat.berkeley.edu/pub/users/breaiman/Using_random_forest s _v4.0.pdf〉.
    • (2003)
    • Breiman, L.1    Cutler, A.2
  • 9
    • 0035478854 scopus 로고    scopus 로고
    • Random forests
    • Breiman L. Random forests. Machine Learning 2001, 45(1):5-32.
    • (2001) Machine Learning , vol.45 , Issue.1 , pp. 5-32
    • Breiman, L.1
  • 10
    • 45549087797 scopus 로고    scopus 로고
    • General support vector representation machine for one-class classification of non-stationary classes
    • Camci F., Chinnam R.B. General support vector representation machine for one-class classification of non-stationary classes. Pattern Recognition 2008, 41(10):3021-3034.
    • (2008) Pattern Recognition , vol.41 , Issue.10 , pp. 3021-3034
    • Camci, F.1    Chinnam, R.B.2
  • 11
    • 34249337698 scopus 로고    scopus 로고
    • Detecting and characterising small changes in urban nitrogen dioxide concentrations
    • Carslaw D.C., Carslaw N. Detecting and characterising small changes in urban nitrogen dioxide concentrations. Atmospheric Environment 2007, 41(22):4723-4733.
    • (2007) Atmospheric Environment , vol.41 , Issue.22 , pp. 4723-4733
    • Carslaw, D.C.1    Carslaw, N.2
  • 12
    • 58349114838 scopus 로고    scopus 로고
    • Monitoring parameter change in AR(p) time series models
    • Gombay E., Serban D. Monitoring parameter change in AR(p) time series models. Journal of Multivariate Analysis 2009, 100(4):715-725.
    • (2009) Journal of Multivariate Analysis , vol.100 , Issue.4 , pp. 715-725
    • Gombay, E.1    Serban, D.2
  • 13
    • 0000819768 scopus 로고
    • Simple models of deterministic chaos in the Belousov-Zhabotinsky reaction
    • Györgyi L., Field R.J. Simple models of deterministic chaos in the Belousov-Zhabotinsky reaction. Journal of Physical Chemistry 1991, 95(17):6594-6602.
    • (1991) Journal of Physical Chemistry , vol.95 , Issue.17 , pp. 6594-6602
    • Györgyi, L.1    Field, R.J.2
  • 14
    • 33646268818 scopus 로고    scopus 로고
    • Climatic change and interannual fluctuations in the long-term record of monthly precipitation for Seoul
    • Ha K.-J., Ha E. Climatic change and interannual fluctuations in the long-term record of monthly precipitation for Seoul. International Journal of Climatology 2005, 26(5):607-618.
    • (2005) International Journal of Climatology , vol.26 , Issue.5 , pp. 607-618
    • Ha, K.-J.1    Ha, E.2
  • 15
    • 67651004311 scopus 로고    scopus 로고
    • Statistical approaches to the monitoring and surveillance of infectious diseases for veterinary public health. Preventive Veterinary Medicine, 91(1).
    • Höhle, M., Paul, M., & Held, L. (2009). Statistical approaches to the monitoring and surveillance of infectious diseases for veterinary public health. Preventive Veterinary Medicine, 91(1), 2-10.
    • (2009) , pp. 2-10
    • Höhle, M.1    Paul, M.2    Held, L.3
  • 16
    • 67651119911 scopus 로고    scopus 로고
    • Using labeled data to evaluate change detectors in a multivariate streaming environment
    • Kim A.Y., Marzban C., Percival D.B., Stuetzle W. Using labeled data to evaluate change detectors in a multivariate streaming environment. Signal Processing 2009, 89(12):2529-2536.
    • (2009) Signal Processing , vol.89 , Issue.12 , pp. 2529-2536
    • Kim, A.Y.1    Marzban, C.2    Percival, D.B.3    Stuetzle, W.4
  • 17
    • 0030126906 scopus 로고    scopus 로고
    • Applications of chaos and fractals in process systems engineering
    • Lee J.S., Chang K.S. Applications of chaos and fractals in process systems engineering. Journal of Process Control 1996, 6(2/3):71-87.
    • (1996) Journal of Process Control , vol.6 , Issue.2-3 , pp. 71-87
    • Lee, J.S.1    Chang, K.S.2
  • 18
    • 64849110039 scopus 로고    scopus 로고
    • Gas turbine performance prognostic for condition-based maintenance
    • Li Y.G., Nilkitsaranont P. Gas turbine performance prognostic for condition-based maintenance. Applied Energy 2009, 86(10):2152-2161.
    • (2009) Applied Energy , vol.86 , Issue.10 , pp. 2152-2161
    • Li, Y.G.1    Nilkitsaranont, P.2
  • 19
    • 67349249211 scopus 로고    scopus 로고
    • Distance similarity matrix using ensemble of dimensional data reduction techniques: Vibration and aerocoustic case studies. Mechanical Systems and Signal Processing, 23(7)
    • Lopez, I., & Sarigul-Klijn, N. (2009). Distance similarity matrix using ensemble of dimensional data reduction techniques: Vibration and aerocoustic case studies. Mechanical Systems and Signal Processing, 23(7), 2287-2300.
    • (2009) , pp. 2287-2300
    • Lopez, I.1    Sarigul-Klijn, N.2
  • 20
    • 61849087360 scopus 로고    scopus 로고
    • Adaptive CUSUM control chart with variable sampling intervals
    • Luo Y., Li Z., Wang Z. Adaptive CUSUM control chart with variable sampling intervals. Computational Statistics and Data Analysis 2009, 53(7):2693-2701.
    • (2009) Computational Statistics and Data Analysis , vol.53 , Issue.7 , pp. 2693-2701
    • Luo, Y.1    Li, Z.2    Wang, Z.3
  • 21
    • 60349086300 scopus 로고    scopus 로고
    • Monitoring a deep hole drilling process by nonlinear time series modeling
    • Messaoud A., Weihs C. Monitoring a deep hole drilling process by nonlinear time series modeling. Journal of Sound and Vibration 2009, 321(3-5):620-630.
    • (2009) Journal of Sound and Vibration , vol.321 , Issue.3-5 , pp. 620-630
    • Messaoud, A.1    Weihs, C.2
  • 23
    • 57649131279 scopus 로고    scopus 로고
    • Kernel principal component analysis for change detection. SPIE Europe Remote Sensing Conference. Cardiff, Great Britain, 15-18 September 2008.
    • Nielsen, A.A, & Canty, M.J. (2008). Kernel principal component analysis for change detection. SPIE Europe Remote Sensing Conference. Cardiff, Great Britain, 15-18 September 2008. http://www.imm.dtu.dk/pubdb/p.php?5667.
    • (2008)
    • Nielsen, A.A.1    Canty, M.J.2
  • 24
    • 0024939444 scopus 로고
    • Statistical model for standard seismicity and detection of anomalies by residual analysis
    • Ogata Y. Statistical model for standard seismicity and detection of anomalies by residual analysis. Tectonophysics 1989, 169(1-3):159-174.
    • (1989) Tectonophysics , vol.169 , Issue.1-3 , pp. 159-174
    • Ogata, Y.1
  • 25
    • 0034250394 scopus 로고    scopus 로고
    • Using change-point detection to support artificial neural networks for interest rates forecasting
    • Oh K.J., Han I. Using change-point detection to support artificial neural networks for interest rates forecasting. Expert Systems with Applications 2000, 19(2):105-115.
    • (2000) Expert Systems with Applications , vol.19 , Issue.2 , pp. 105-115
    • Oh, K.J.1    Han, I.2
  • 26
    • 24144455933 scopus 로고    scopus 로고
    • Variance change point detection via artificial neural networks for data separation
    • Oh K.J., Moon M.S., Kim T.Y. Variance change point detection via artificial neural networks for data separation. Neurocomputing 2005, 68:239-250.
    • (2005) Neurocomputing , vol.68 , pp. 239-250
    • Oh, K.J.1    Moon, M.S.2    Kim, T.Y.3
  • 27
    • 51049101496 scopus 로고    scopus 로고
    • Advances in clustering and visualization of time series using GTM through time
    • Olier I., Vellido.A. Advances in clustering and visualization of time series using GTM through time. Neural Networks 2008, 21(7):904-913.
    • (2008) Neural Networks , vol.21 , Issue.7 , pp. 904-913
    • Olier, I.1    Vellido, A.2
  • 28
    • 0038416758 scopus 로고    scopus 로고
    • Analysis of pressure signals using a singular system analysis (SSA) methodology
    • Palomo M.J., Sanchis R., Verdu G., Ginestar D. Analysis of pressure signals using a singular system analysis (SSA) methodology. Progress in Nuclear Energy 2003, 43(1-4):329-336.
    • (2003) Progress in Nuclear Energy , vol.43 , Issue.1-4 , pp. 329-336
    • Palomo, M.J.1    Sanchis, R.2    Verdu, G.3    Ginestar, D.4
  • 31
    • 30844471385 scopus 로고    scopus 로고
    • Tool wear detection in turning operations using singular spectrum analysis
    • Salgado D.R., Alonso F.J. Tool wear detection in turning operations using singular spectrum analysis. Journal of Materials Processing Technology 2006, 171:451-458.
    • (2006) Journal of Materials Processing Technology , vol.171 , pp. 451-458
    • Salgado, D.R.1    Alonso, F.J.2
  • 33
    • 42749097665 scopus 로고    scopus 로고
    • Adaptive CUSUM procedures with Markovian mean estimation
    • Shu L., Jiang W., Wu Z. Adaptive CUSUM procedures with Markovian mean estimation. Computational Statistics & Data Analysis 2008, 52(9):4395-4409.
    • (2008) Computational Statistics & Data Analysis , vol.52 , Issue.9 , pp. 4395-4409
    • Shu, L.1    Jiang, W.2    Wu, Z.3
  • 34
    • 56249103088 scopus 로고    scopus 로고
    • An information-theoretic measure for anomaly detection in complex dynamical systems
    • Srivastav A., Ray A., Gupta S. An information-theoretic measure for anomaly detection in complex dynamical systems. Mechanical Systems and Signal Processing 2009, 23(2):358-371.
    • (2009) Mechanical Systems and Signal Processing , vol.23 , Issue.2 , pp. 358-371
    • Srivastav, A.1    Ray, A.2    Gupta, S.3
  • 36
    • 33947171900 scopus 로고    scopus 로고
    • A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
    • Tartakovsky A.G., Rozovskii B.L., Blažek R.B., Kim H. A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. IEEE Transactions on Signal Processing 2006, 54(9):3372-3382.
    • (2006) IEEE Transactions on Signal Processing , vol.54 , Issue.9 , pp. 3372-3382
    • Tartakovsky, A.G.1    Rozovskii, B.L.2    Blažek, R.B.3    Kim, H.4
  • 37
    • 0035392024 scopus 로고    scopus 로고
    • The application of some non-linear methods in rotating machinery fault diagnosis
    • Wang W.J., Chen J., Wu X.K., Wu Z.T. The application of some non-linear methods in rotating machinery fault diagnosis. Mechanical Systems and Signal Processing 2001, 15(4):697-705.
    • (2001) Mechanical Systems and Signal Processing , vol.15 , Issue.4 , pp. 697-705
    • Wang, W.J.1    Chen, J.2    Wu, X.K.3    Wu, Z.T.4
  • 38
    • 0035902057 scopus 로고    scopus 로고
    • Structural damage detection using artificial neural networks and measured frequency response function data reduced via principal component projection
    • Zang C., Imregun M. Structural damage detection using artificial neural networks and measured frequency response function data reduced via principal component projection. Journal of Sound and Vibration 2001, 242(5):813-827.
    • (2001) Journal of Sound and Vibration , vol.242 , Issue.5 , pp. 813-827
    • Zang, C.1    Imregun, M.2
  • 39
    • 0041461812 scopus 로고
    • Deterministic chaos in the Belousov-Zhabotinsky reaction: Experiments and simulations
    • Zhang D., Györgyi L., Peltier W.R. Deterministic chaos in the Belousov-Zhabotinsky reaction: Experiments and simulations. Chaos 1993, 3(4):723-745.
    • (1993) Chaos , vol.3 , Issue.4 , pp. 723-745
    • Zhang, D.1    Györgyi, L.2    Peltier, W.R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.