COST ES1206 Sub-Working Group "Data Homogenisation": 2nd Workshop – Warsaw, Poland

An Assessment of the Change-Point Detection Method Applied on Synthetic Time-Series: Case-Study "Easy" Dataset

23 Jan 2017, 17:25

5m

Military University of Technology, Warsaw, Poland

Oral Presentation Results based on the 'EASY' synthetic dataset Results from the Synthetic Datasets

Speaker

Michal Elias (GOP Pecny)

Description

We implemented a method of mathematical statistics for a change-point detection. The method was evaluated and the results were compared with the "Easy" synthetic time-series dataset. Even though the applied method is suggested only for a sudden change determination in the analysed series, based on the results, this method is applicable to detect the inhomogeneity in the analysed series where more than one suspected change-point is included, too. The method's effectivity estimate in such cases is about 50%.