Single change point detection method, system and device and storage medium

A technology of point detection and statistics, applied in the field of data statistics, can solve problems such as inability to detect, and achieve the effect of high accuracy, high accuracy of change point detection, and accurate detection

Pending Publication Date: 2020-06-30
SF TECH
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AI Technical Summary

Problems solved by technology

Historical time series data is used as the input of the forecasting model, which is directly related to the quality of the sequence data and the accuracy of the forecast, but the existing change point detection algorithm cannot accurately detect the change point of the historical time series data set

Method used

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  • Single change point detection method, system and device and storage medium
  • Single change point detection method, system and device and storage medium
  • Single change point detection method, system and device and storage medium

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Embodiment 1

[0060] A kind of single change point detection system of the present embodiment comprises:

[0061] The function generation unit is configured to set the time series data set and generate a corresponding linear regression function expression; the function generation unit includes: a collection setting module configured to set the time series data set according to the input time length; the function generation module is configured to be used according to The mean cheapness factor of the time series data set, the series mean before the change point, the random error and the linear slope generate a linear regression function expression.

[0062] A parameter obtaining unit configured to obtain the linear regression parameter value of the linear regression function expression by using the least squares method;

[0063] A statistical substitution unit configured to obtain a change point T statistic expression and a change point D statistic expression according to a linear regression p...

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Abstract

The invention relates to a single change point detection method, system and device and a storage medium. The method comprises the steps of setting a time series data set, and generating a corresponding linear regression function expression; utilizing a least square method to obtain a linear regression parameter value of the linear regression function expression; obtaining a variable point T statistic expression and a variable point D statistic expression according to the linear regression parameter value; according to the change point T statistical magnitude expression and the change point D statistical magnitude expression, obtaining a change point maximum statistical magnitude; and obtaining single change point detection information according to the distribution area of the change pointmaximum statistics in hypothesis testing. According to the invention, the change point of the time sequence with a long-term trend can be detected, and the change point detection accuracy is higher than that of the existing detection method.

Description

technical field [0001] The present invention relates to the technical field of data statistics, in particular to a single change point detection method, system, equipment and storage medium. Background technique [0002] A change point refers to a sequence or process when a statistical characteristic changes at a certain point in time due to systematic factors rather than accidental factors. Traditional change point detection is mostly based on statistical principles, including least squares method, maximum likelihood method, Bayesian method, etc. As the statistical control process is widely used in industrial production, Shewhart control chart (Shewhart), cumulative sum control chart (CUSUM) and exponentially weighted moving average control chart (EWMA) are often used to test the change point position of time series data. Basically, cumulative sum plots are used to identify the location of change points in a non-trended series by detecting shifts in the mean of the time se...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/18G06F16/903
CPCG06F17/18
Inventor 张琳王本玉吴敏礽马昭湛长兰黄心远金晶
Owner SF TECH
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