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Step detection : ウィキペディア英語版
Step detection

In statistics and signal processing, step detection (also known as step smoothing, step filtering, shift detection, jump detection or edge detection) is the process of finding abrupt changes (steps, jumps, shifts) in the mean level of a time series or signal. It is usually considered as a special case of the statistical method known as change detection or change point detection. Often, the step is small and the time series is corrupted by some kind of noise, and this makes the problem challenging because the step may be hidden by the noise. Therefore, statistical and/or signal processing algorithms are often required.
The step detection problem occurs in multiple scientific and engineering contexts, for example in statistical process control (the control chart being the most directly related method), in exploration geophysics (where the problem is to segment a well-log recording into stratigraphic zones〔), in genetics (the problem of separating microarray data into similar copy-number regimes), and in biophysics (detecting state transitions in a molecular machine as recorded in time-position traces). For 2D signals, the related problem of edge detection has been studied intensively for image processing.
== Algorithms ==
When the step detection must be performed as and when the data arrives, then online algorithms are usually used,
and it becomes a special case of sequential analysis.
Such algorithms include the classical CUSUM method applied to changes in mean.

Rodionov, S.N., 2005a: A brief overview of the regime shift detection methods. (link to PDF ) In: Large-Scale Disturbances (Regime Shifts) and Recovery in Aquatic Ecosystems: Challenges for Management Toward Sustainability, V. Velikova and N. Chipev (Eds.), UNESCO-ROSTE/BAS Workshop on Regime Shifts, 14–16 June 2005, Varna, Bulgaria, 17-24.

By contrast, ''offline'' algorithms are applied to the data potentially long after it has been received. Most offline algorithms for step detection in digital data can be categorised as ''top-down'', ''bottom-up'', ''sliding window'', or ''global'' methods.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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