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Heiko Hofer, Gerhard Staude, Werner Wolf

A method for locating gradual changes in time series

Keywords: change point, gradual change, maximum likelihood, ramp-step template

A variation to the change-point problem is addressed. The classical problem involves locating abrupt changes in the mean value of a signal. In contrast, a generalisation to gradual changes with constant speed is considered, which frequently occurs in biomedical signal-processing tasks. Formulas are derived that are easy to adopt by application scientists. The estimation quality is investigated theoretically and using Monte Carlo simulations. Results show that the change-point estimates were close to their true values. In contrast, a systematic error of approximately half the change duration occurred when the gradual nature of the signal was neglected.

Biomedizinische Technik, Walter de Gruyter

Print ISSN: 0013-5585
Volume: 52, 02/2007
Pages: 137 - 142

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