%0 Journal Article
%T A new approach to abrupt change detection based on change of probability density distribution<br>基于概率密度分布型变化的突变检测新途径
%A Cheng Hai-Ying
%A He Wen-Ping
%A He Tao
%A Wu Qiong
%A <br>成海英
%A 何文平
%A 何涛
%A 吴琼
%J 物理学报
%D 2012
%I 
%X For a stable dynamic system, probability density distribution (PDD) of a system variable is relatively stable, and if there is a change in dynamic structure of a system, the PDD of the system variable will have some change correspondingly. According to this characteristic of PDD of a dynamic system, in this paper we present two new methods, namely, skewness index and kurtosis index, to detect an abrupt change in a time series by means of identifying some small changes in PDD. Tests on model time series indicate that skewness index and kurtosis index can be used to identify an abrupt change, such as abrupt change in parameter of an equation and abrupt dynamic change. Thus, we provide a new approach to detecting abrupt change in time series based on PDD. Further studies show that the detected results of the skewness index and kurtosis index are almost independence of the length of a subseries.
%K coefficient of skewness
%K coefficient of kurtosis
%K probability density distribution
%K abrupt change detection<br>偏度系数
%K 峰度系数
%K 概率密度分布
%K 突变检测
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=47EA7CFDDEBB28E0&jid=29DF2CB55EF687E7EFA80DFD4B978260&aid=EA4AE3EE8E5D685ED9AEE9DB0719DD0E&yid=99E9153A83D4CB11&vid=1D0FA33DA02ABACD&iid=38B194292C032A66&sid=606FEE34D2D8BB02&eid=606FEE34D2D8BB02&journal_id=1000-3290&journal_name=物理学报&referenced_num=0&reference_num=21