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

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

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, w...

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Bibliographic Details
Main Authors: Youssef Salman, Anis Hoayek, Mireille Batton-Hubert
Format: Article
Language:English
Published: MDPI AG 2024-07-01
Series:Engineering Proceedings
Subjects:
change-points
CHARN models
LAN
likelihood-ratio tests
welds
Online Access:https://www.mdpi.com/2673-4591/68/1/42
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