Change point detection via feedforward neural networks with theoretical guarantees

被引：0

作者：

Zhou, Houlin ^{[1
]}

Zhu, Hanbing ^{[1
]}

Wang, Xuejun ^{[1
]}

机构：

[1] Anhui Univ, Sch Big Data & Stat, Hefei 230601, Peoples R China

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2024年 / 193卷

基金：

中国国家自然科学基金;

关键词：

Change point detection; Complete f-moment consistency; Cumulative sum; Feedforward neural networks; CONVERGENCE; MODEL;

D O I：

10.1016/j.csda.2023.107913

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This article mainly studies change point detection for mean shift change point model. An estimation method is proposed to estimate the change point via feedforward neural networks. The complete f -moment consistency of the proposed estimator is obtained. Numerical simulation results show that the performance of the proposed estimator is better than that of cumulative sum type estimator which is widely used in the change point detection, especially when the mean shift signal size is small. Finally, we demonstrate the proposed method by empirically analyzing a stock data set.

引用

页数：17

共 50 条

[31] Change Point Detection via Synthetic Signals
Huang, Ting-Ji
Zhou, Qi-Le
Ye, Han-Jia
Zhan, De-Chuan
ADVANCED ANALYTICS AND LEARNING ON TEMPORAL DATA, AALTD 2023, 2023, 14343 : 25 - 35
[32] Satellite On-Board Change Detection via Auto-Associative Neural Networks
Guerrisi, Giorgia
Del Frate, Fabio
Schiavon, Giovanni
REMOTE SENSING, 2022, 14 (12)
[33] Using change-point detection to support artificial neural networks for interest rates forecasting
Oh, KJ
Han, I
EXPERT SYSTEMS WITH APPLICATIONS, 2000, 19 (02) : 105 - 115
[34] Convergence analyses on sparse feedforward neural networks via group lasso regularization
Wang, Jian
Cai, Qingling
Chang, Qingquan
Zurada, Jacek M.
INFORMATION SCIENCES, 2017, 381 : 250 - 269
[35] Oscillation Characteristics of Feedforward Neural Networks
Li, Yudi
Wu, Aiguo
Dong, Na
Du, Lijia
Chai, Yi
2018 13TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA), 2018, : 1074 - 1079
[36] Randomized Algorithms for Feedforward Neural Networks
Li Fan-jun
Li Ying
PROCEEDINGS OF THE 35TH CHINESE CONTROL CONFERENCE 2016, 2016, : 3664 - 3668
[37] Feedforward neural networks without orthonormalization
Chen, Lei
Pung, Hung Keng
Long, Fei
ICEIS 2007: PROCEEDINGS OF THE NINTH INTERNATIONAL CONFERENCE ON ENTERPRISE INFORMATION SYSTEMS: ARTIFICIAL INTELLIGENCE AND DECISION SUPPORT SYSTEMS, 2007, : 420 - 423
[38] Feedforward neural networks for compound signals
Szczuka, Marcin
Slezak, Dominik
THEORETICAL COMPUTER SCIENCE, 2011, 412 (42) : 5960 - 5973
[39] Channel equalization by feedforward neural networks
Lu, B
Evans, BL
ISCAS '99: PROCEEDINGS OF THE 1999 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOL 5: SYSTEMS, POWER ELECTRONICS, AND NEURAL NETWORKS, 1999, : 587 - 590
[40] Interpolation functions of feedforward neural networks
Li, HX
Lee, ES
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2003, 46 (12) : 1861 - 1874

← 1 2 3 4 5 →