Detecting an Intermittent Change of Unknown Duration

10/31/2022

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We address the problem of detecting a change that is not persistent but rather starts and terminates at unknown points in time. We revisit the motivation behind several popular maximal likelihood ratio-based rules and investigate their operating characteristics.

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Detecting an Intermittent Change of Unknown Duration

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Detecting an Intermittent Change of Unknown Duration

Related Research

Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time

Robust Quickest Change Detection for Unnormalized Models

Change Detection of Markov Kernels with Unknown Post Change Kernel using Maximum Mean Discrepancy

Change Detection in Multivariate Datastreams: Likelihood and Detectability Loss

Two Representations for Iterative Non-prioritized Change

Room to Grow: Understanding Personal Characteristics Behind Self Improvement Using Social Media

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