Non-Stationary Process Monitoring for Change-Point Detection With Known Accuracy: Application to Wheels Coating Inspection

International audienceThis paper addresses the problem of monitoring online a non-stationary process to detect abrupt changes in the process mean value. Two main challenges are addressed: First, the monitored process is nonstationary; i.e., naturally changes over time and it is necessary to distinguish those “regular”process changes from abrupt changes resulting from potential failures. Second, this paper aims at being applied for industrial processes where the performance of the detection method must be accurately controlled. A novel sequential method, based on two fixed-length windows, is proposed to detect abrupt changes with guaranteed accuracy while dealing with non-stationary process. The first window is used for estimating the non-stationary process parameters, whereas the second window is used to execute the detection. A study on the performances of the proposed method provides analytical expressions of the test statistical properties. This allows to bound the false alarm probability for a given number of observations while maximizing the detection power as a function of a given detection delay. The proposed method is then applied for wheels coating monitoring using an imaging system. Numerical results on a large set of wheel images show the efficiency of the proposed approach and the sharpness of the theoretical study

Estimating change-points in biological sequences via the cross-entropy method

The genomes of complex organisms, including the human genome, are known to vary in GC content along their length. That is, they vary in the local proportion of the nucleotides G and C, as opposed to the nucleotides A and T. Changes in GC content are often abrupt, producing well-defined regions. We model DNA sequences as a multiple change-point process in which the sequence is separated into segments by an unknown number of change-points, with each segment supposed to have been generated by a different process. Multiple change-point problems are important in many biological applications, particularly in the analysis of DNA sequences. Multiple change-point problems also arise in segmentation of protein sequences according to hydrophobicity. We use the Cross-Entropy method to estimate the positions of the change-points. Parameters of the process for each segment are approximated with maximum likelihood estimates. Numerical experiments illustrate the effectiveness of the approach. We obtain estimates of the locations of change-points in artificially generated sequences and compare the accuracy of these estimates with those obtained via other methods such as IsoFinder (Oliver et al. in Nucl. Acids Res. 32:W283-W292, 2004) and Markov Chain Monte Carlo. Lastly, we provide examples with real data sets to illustrate the usefulness of our method. © 2010 Springer Science+Business Media, LLC

Proceedings of the 35th International Workshop on Statistical Modelling : July 20- 24, 2020 Bilbao, Basque Country, Spain

466 p.The InternationalWorkshop on Statistical Modelling (IWSM) is a reference workshop in promoting statistical modelling, applications of Statistics for researchers, academics and industrialist in a broad sense. Unfortunately, the global COVID-19 pandemic has not allowed holding the 35th edition of the IWSM in Bilbao in July 2020. Despite the situation and following the spirit of the Workshop and the Statistical Modelling Society, we are delighted to bring you the proceedings book of extended abstracts