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Shape-based BS algorithm for multiple change-points detection
ZHUANG Dan, LIU You-bo, MA Tie-feng
Applied Mathematics A Journal of Chinese Universities
2019, 34 (2):
151-.
BS algorithm is one of the classical algorithms for multiple change-points detection, it may bring about too many misjudgments and a high time complexity due to the procedure of global CUSUM statistic. On one hand, the BS algorithm is an o?-line sequential method, therefore the data timing information is not fully utilized. On the other hand, the principle of the BS algorithm to detect the change-points is to maximize the CUSUM statistic, which does not consider the morphological characteristics of the statistical constituent sequence. In view of these, the paper proposes an improved BS algorithm, named Shape-based BS algorithm, which is based on local shape recognition. Basing on the local pattern recognition of statistic sequence not only decreases the computational complexity, but also avoids mutual interference among change-points, and it could also promote the robustness in discerning change points. At last, this paper uses Shape-based BS algorithm to reduce the scenarios of electric power, and achieves satisfactory practical results.
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