Abstract: In fields such as neuroscience and especially in cognition modeling of mental processes, uncertainty processing in temporal zone of signal is vital. In this paper, Bayesian online inferences in estimation of change-points location in signal are constructed. This method separated the observed signal into independent series and studies the change and variation of the regime of data locally with related statistical characteristics. We give conditions on simulations of the method when the data characteristics of signals vary, and provide empirical evidence to show the performance of method. It is verified that correlation between series around the change point location and its characteristics such as Signal to Noise Ratios and mean value of signal has important factor on fluctuating in finding proper location of change point. And one of the main contributions of this study is related to representing of these influences of signal statistical characteristics for finding abrupt variation in signal. There are two different structures for simulations which in first case one abrupt change in temporal section of signal is considered with variable position and secondly multiple variations are considered. Finally, influence of statistical characteristic for changing the location of change point is explained in details in simulation results with different artificial signals.
Abstract: In this paper, Bayesian online inference in models of
data series are constructed by change-points algorithm, which
separated the observed time series into independent series and study
the change and variation of the regime of the data with related
statistical characteristics. variation of statistical characteristics of time
series data often represent separated phenomena in the some
dynamical system, like a change in state of brain dynamical reflected
in EEG signal data measurement or a change in important regime of
data in many dynamical system. In this paper, prediction algorithm
for studying change point location in some time series data is
simulated. It is verified that pattern of proposed distribution of data
has important factor on simpler and smother fluctuation of hazard
rate parameter and also for better identification of change point
locations. Finally, the conditions of how the time series distribution
effect on factors in this approach are explained and validated with
different time series databases for some dynamical system.