New Algorithm for Detecting Weak Changes in the Mean in a Class of CHARN Models with Application to Welding Electrical Signals - Mines Saint-Étienne
Conference Papers Year : 2024

New Algorithm for Detecting Weak Changes in the Mean in a Class of CHARN Models with Application to Welding Electrical Signals

Abstract

In this paper, we propose a new automatic algorithm for detecting weak changes in the mean of a class of piece-wise CHARN models. Through a simulation experiment, we demonstrate its efficacy and precision in detecting weak changes in the mean and accurately estimating their locations. Furthermore, we illustrate the robust performance of our algorithm through its application to welding electrical signals (WES).
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emse-04699930 , version 1 (17-09-2024)

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Youssef Salman, Anis Hoayek, Mireille Batton-Hubert. New Algorithm for Detecting Weak Changes in the Mean in a Class of CHARN Models with Application to Welding Electrical Signals. 10th International Conference on Time Series and Forecasting, Jul 2024, Grande Canarie, Spain. pp.42, ⟨10.3390/engproc2024068042⟩. ⟨emse-04699930⟩
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