Comparison and Application of Fault Point Detection Method used in Time Series Data Analysis
Nie Ping-you · Hu'nan Shifan Daxue xuebao. Ziran kexue ban · 2012
Three different fault point detection methods were analyzed and compared.Algorithm which is based on gravity mainly considered both the density around time series data and the distance between the point waited to be detected and the other neighbors.Faults detection method,based on change-point of mean,focuses on the statistical value around a point.In the area near the fault point,there may be more changes to statistical value of this area.The third approach both considered the problem of change point of independent observations whose mean and variance change respectively.Experiments showed that efficiency of algorithm based on gravity is less than the other two methods.And computational efficiency of the method based on change point of mean is better than the third approach.