change detection

Question 1

What is change detection?

Answer 1

Determining whether something has changed

Question 2

What type of data is change detection usually used with?

Answer 2

time series data or data with some type of time series component
ex - determine whether action is needed
determine impact of past action
determine changes to help plan

Question 3

what does cusum answer?

Answer 3

has the mean of a distribution gone beyond a critical level, increase, decrease or both

Question 4

cusum equation

Answer 4

xt = observed value at time t
u - mean of x if no change
T- threshold for change detection
C- pulls running total down, as increase harder fo r st to get large, smaller more sensisitive

Increase
st = max {0,St-1 + (xt-u - c)}
Decrease
st = max {0,St-1 + (u- xt- c)}
-check if st>= T

Question 5

How do you choose parameters for cusum

Answer 5

trade off between detecting changes too early or detecting them after it’s too late

Question 6

Control chart

Answer 6

plot threshold on cusum graph, if cusum goes over threshold you’re detecting change