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change detection : ウィキペディア英語版
change detection
In statistical analysis, change detection or change point detection tries to identify times when the probability distribution of a stochastic process or time series changes. In general the problem concerns both detecting whether or not a change has occurred, or whether several changes might have occurred, and identifying the times of any such changes.
Specific applications, like step detection and edge detection, may be concerned with changes in the mean, variance, correlation, or spectral density of the process. More generally change detection also includes the detection of anomalous behavior: anomaly detection.
==Online change detection==
Using the sequential analysis ("online") approach, any change test must make a trade-off between these common metrics:
* False alarm rate
* Misdetection rate
* Detection delay
In a Bayes change-detection problem, a prior distribution is available for the change time.

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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