2011
DOI: 10.1080/02664760903406496
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A multivariate descriptor method for change-point detection in nonlinear time series

Abstract: The purpose of this paper is to present a novel method that is applied to detect dynamic changes in nonlinear time series. The method combines a multivariate control chart that monitors the variation of three normalized descriptors -- Hjorth's descriptors of activity, mobility and complexity -- and is applied to the change-point detection problem of nonlinear time series. The approach is estimated using six simulated nonlinear time series. In addition, a case study of six time series of short-term electricity … Show more

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Cited by 9 publications
(3 citation statements)
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“…over time. 22 The purpose of this paper is to establish a nonlinear time series model to describe the nonlinear characteristics of acceleration time series data in time domain and determine the location of nonlinear damage sources by damage indicators. Therefore, this paper firstly proposes a nonlinear damage identification method for a transmission tower based on GNAR model and Itakura distance.…”
Section: Introductionmentioning
confidence: 99%
“…over time. 22 The purpose of this paper is to establish a nonlinear time series model to describe the nonlinear characteristics of acceleration time series data in time domain and determine the location of nonlinear damage sources by damage indicators. Therefore, this paper firstly proposes a nonlinear damage identification method for a transmission tower based on GNAR model and Itakura distance.…”
Section: Introductionmentioning
confidence: 99%
“…As energy issues have become increasingly prominent, it is very important to find ways to save energy, scientifically and rationally allocate power, improve the grid security and the reliability of power supply. The ongoing demand of electricity imposes power companies to estimate the state of network load and then produce voltage magnitudes and angles correspondingly [1], or detect substantial changes in the underlying processes and then make necessary adjustments in time [2]. One way of the state estimation is to obtain the load profiles through the load samples of customers or areas.…”
Section: Introductionmentioning
confidence: 99%
“…2012) with sixteen citations that refers to 11.76% of the citations, with ten citations, corresponding to 7.35% of the citations received,Machado, Costa and Marins (2009) andCosta et al (2015) with eight citations each, corresponding to 5.88% of the citations,Sitoe et al (2017) with six citations corresponding to 4.41% of the total citations, and finally,Balestrassi et al (2011),Rocha and Poppi (2011),Moraes et al (2014),Tôrres, Grangeiro Junior and Fragoso (2015), andSitoe et al (2016) with five citations each, which corresponds to 3.67% of the total citations.…”
mentioning
confidence: 99%