Evaluation of the performance of the mobile packet communications network

This paper concerns early change detection problem in time series. For the early detection problem, we propose an application of Sequential Probability Ratio Test (SPRT) that has been mainly used in the field of quality control. The SPRT is used for testing a null hypothesis H 0 (e.g. the quality is under pre-specified limit 1%) against hypothesis H 1 (e.g. the quality is over pre-specified limit 1%). And it is defined as follows: At each stage of successive observations on data Z 1 ,Z 2 , …, the probability ratio λ i is computed.

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Structural Change Point Detection Method of Time Series Using Sequential Probability Ratio Test

Kawano¹,

Hattori

Nishimatsu

2008

IEEJ Trans.EIS

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Evaluation of the performance of the mobile packet communications network

Cited by 1 publication

References 2 publications

Structural Change Point Detection Method of Time Series Using Sequential Probability Ratio Test

Structural Change Point Detection Method of Time Series Using Sequential Probability Ratio Test

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