Detecting Changes in Time Sequences with the Competitive Detector

Chapter
Part of the Studies in Systems, Decision and Control book series (SSDC, volume 125)

Abstract

The concept of the competitive edge detector is revisited and extended. In the case of application to 1D signals it can be denoted as the detector of changes. In the detector two approximators are used working one at the ‘past’ and one at the ‘future’ side of the considered data point. The difference of their outputs makes it possible to find the change of the value and the derivative of the signal. The new features introduced consist in performing robust analysis and in adding the option to use a quadratic function as an approximator. Weighted voting of elemental subsets is used with weights related to the significance of a subset for the result. Weak fuzzification is used to increase the robustness. Results of change detection on test data as well as some real-life economic data are encouraging.

Keywords

Change detector Competitive Robust Fuzzy Weighted 

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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.Faculty of Applied Informatics and Mathematics – WZIMWarsaw University of Life Sciences – SGGWWarsawPoland

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