Filtered derivative with p-value method for multiple change-points detection

This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our method is based at first step, on Filtered Derivative method which detects the right change points but also false ones. We improve Filtered Derivative method by adding a second step in which we compute the p-values associated to each potential change points. Then we eliminate as false alarms the points which have p-value smaller than a given critical level. Next, our method is compared with the Penalized Least Square Criterion procedure on simulated data sets. Eventually, we apply Filtered Derivative with p-Value method to segmentation of heartbeat time series

Off-line detection of multiple change points with the Filtered Derivative with p-Value method

This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis like method with linear time and memory complexity. Our method is based at first step, on Filtered Derivative method which detects the right change points but also false ones. We improve Filtered Derivative method by adding a second step in which we compute the p-values associated to each potential change points. Then we eliminate as false alarms the points which have p-value smaller than a given critical level. Next, our method is compared with the Penalized Least Square Criterion procedure on simulated data sets. Eventually, we apply Filtered Derivative with p-Value method to segmentation of heartbeat time series, and detection of change points in the average daily volume of financial time series

Fast change point analysis on the Hurst index of piecewise fractional Brownian motion

In this presentation, we introduce a new method for change point analysis on the Hurst index for a piecewise fractional Brownian motion. We first set the model and the statistical problem. The proposed method is a transposition of the FDpV (Filtered Derivative with p-value) method introduced for the detection of change points on the mean in Bertrand et al. (2011) to the case of changes on the Hurst index. The underlying statistics of the FDpV technology is a new statistic estimator for Hurst index, so-called Increment Bernoulli Statistic (IBS). Both FDpV and IBS are methods with linear time and memory complexity, with respect to the size of the series. Thus the resulting method for change point analysis on Hurst index reaches also a linear complexity

Detection of Change--Points in the Spectral Density. With Applications to ECG Data

We propose a new method for estimating the change-points of heart rate in the orthosympathetic and parasympathetic bands, based on the wavelet transform in the complex domain and the study of the change-points in the moments of the modulus of these wavelet transforms. We observe change-points in the distribution for both bands.Comment: proceeding of the workshop 'Fouille de donn\'ees temporelles et analyse de flux de donn\'ees' EGC'2009, january 27, Strasbourg, Franc

SPIRAL2 accelerator construction progress

TH2A02 - ISBN 878-3-95450-122-9International audienceThe installation of the SPIRAL2 superconducting accelerator at GANIL is almost started. All the major components have been tested in the various partner laboratories, and the building construction is now well engaged. The management of the interfaces between the process and the buildings is a strategic point in an underground accelerator, with strong space constraints. This paper describes the performances of the various components

Wind Farm Power Forecasting

Forecasting annual wind power production is useful for the energy industry. Until recently, attention has only been paid to the mean annual wind power energy and statistical uncertainties on this forecasting. Recently, Bensoussan et al. (2012) have pointed that the annual wind power produced by one wind turbine is a Gaussian random variable under a reasonable set of assumptions. Moreover, they can derive both mean and quantiles of annual wind power produced by one wind turbine. The novelty of this work is the obtainment of similar results for estimating the annual wind farm power production. Eventually, we study the relationship between the power production for each turbine of the farm in order to avoid interaction between them

Fast change point analysis on the Hurst index of piecewise fractional Brownian motion

International audienceIn this presentation, we introduce a new method for change point analysis on the Hurst index for a piecewise fractional Brownian motion. We first set the model and the statistical problem. The proposed method is a transposition of the FDpV (Filtered Derivative with p-value) method introduced for the detection of change points on the mean in Bertrand et al. (2011) to the case of changes on the Hurst index. The underlying statistics of the FDpV technology is a new statistic estimator for Hurst index, so-called Increment Bernoulli Statistic (IBS). Both FDpV and IBS are methods with linear time and memory complexity, with respect to the size of the series. Thus the resulting method for change point analysis on Hurst index reaches also a linear complexity

Beam dynamics studies in SPIRAL II LINAC

ACCInternational audienceThe proposed LINAG driver for the SPIRAL 2 project aims to accelerate a 5-mA D+ beam up to 20 A.MeV and 1-mA beam for q/A=1/3 up to 14.5 A.MeV. It is acontinuous wave regime (cw), designed for maximum efficiency in the transmission of intense beams. It consists of an injector (two ECR sources + a Radio Frequency Quadrupole) followed by a superconducting section based on an array of independently phased cavities. This paper presents beams dynamics studies associated to the LINAG driver. End-to-end simulations (low-energy beam lines, RFQ, medium-energy beam line, SC linac) are shown