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Causality in Scale Space as an Approach to Change Detection
Kernel density estimation and kernel regression are useful ways to visualize and assess the structure of data. Using these techniques we define a temporal scale space as the vector space spanned by bandwidth and a temporal variable. In this space significance regions that reflect a significant deriv...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2012
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3531480/ https://www.ncbi.nlm.nih.gov/pubmed/23300626 http://dx.doi.org/10.1371/journal.pone.0052253 |
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author | Skrøvseth, Stein Olav Bellika, Johan Gustav Godtliebsen, Fred |
author_facet | Skrøvseth, Stein Olav Bellika, Johan Gustav Godtliebsen, Fred |
author_sort | Skrøvseth, Stein Olav |
collection | PubMed |
description | Kernel density estimation and kernel regression are useful ways to visualize and assess the structure of data. Using these techniques we define a temporal scale space as the vector space spanned by bandwidth and a temporal variable. In this space significance regions that reflect a significant derivative in the kernel smooth similar to those of SiZer (Significant Zero-crossings of derivatives) are indicated. Significance regions are established by hypothesis tests for significant gradient at every point in scale space. Causality is imposed onto the space by restricting to kernels with left-bounded or finite support and shifting kernels forward. We show that these adjustments to the methodology enable early detection of changes in time series constituting live surveillance systems of either count data or unevenly sampled measurements. Warning delays are comparable to standard techniques though comparison shows that other techniques may be better suited for single-scale problems. Our method reliably detects change points even with little to no knowledge about the relevant scale of the problem. Hence the technique will be applicable for a large variety of sources without tailoring. Furthermore this technique enables us to obtain a retrospective reliable interval estimate of the time of a change point rather than a point estimate. We apply the technique to disease outbreak detection based on laboratory confirmed cases for pertussis and influenza as well as blood glucose concentration obtained from patients with diabetes type 1. |
format | Online Article Text |
id | pubmed-3531480 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2012 |
publisher | Public Library of Science |
record_format | MEDLINE/PubMed |
spelling | pubmed-35314802013-01-08 Causality in Scale Space as an Approach to Change Detection Skrøvseth, Stein Olav Bellika, Johan Gustav Godtliebsen, Fred PLoS One Research Article Kernel density estimation and kernel regression are useful ways to visualize and assess the structure of data. Using these techniques we define a temporal scale space as the vector space spanned by bandwidth and a temporal variable. In this space significance regions that reflect a significant derivative in the kernel smooth similar to those of SiZer (Significant Zero-crossings of derivatives) are indicated. Significance regions are established by hypothesis tests for significant gradient at every point in scale space. Causality is imposed onto the space by restricting to kernels with left-bounded or finite support and shifting kernels forward. We show that these adjustments to the methodology enable early detection of changes in time series constituting live surveillance systems of either count data or unevenly sampled measurements. Warning delays are comparable to standard techniques though comparison shows that other techniques may be better suited for single-scale problems. Our method reliably detects change points even with little to no knowledge about the relevant scale of the problem. Hence the technique will be applicable for a large variety of sources without tailoring. Furthermore this technique enables us to obtain a retrospective reliable interval estimate of the time of a change point rather than a point estimate. We apply the technique to disease outbreak detection based on laboratory confirmed cases for pertussis and influenza as well as blood glucose concentration obtained from patients with diabetes type 1. Public Library of Science 2012-12-27 /pmc/articles/PMC3531480/ /pubmed/23300626 http://dx.doi.org/10.1371/journal.pone.0052253 Text en © 2012 Skrøvseth et al http://creativecommons.org/licenses/by/4.0/ This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are properly credited. |
spellingShingle | Research Article Skrøvseth, Stein Olav Bellika, Johan Gustav Godtliebsen, Fred Causality in Scale Space as an Approach to Change Detection |
title | Causality in Scale Space as an Approach to Change Detection |
title_full | Causality in Scale Space as an Approach to Change Detection |
title_fullStr | Causality in Scale Space as an Approach to Change Detection |
title_full_unstemmed | Causality in Scale Space as an Approach to Change Detection |
title_short | Causality in Scale Space as an Approach to Change Detection |
title_sort | causality in scale space as an approach to change detection |
topic | Research Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3531480/ https://www.ncbi.nlm.nih.gov/pubmed/23300626 http://dx.doi.org/10.1371/journal.pone.0052253 |
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