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FastChange DetectionSimple Visualization
%252C+a+change+occurs+at+some+unknown+time+in+the+distribution+of+a+sequence+of+independent+observations.+This+work+studies+a+QCD+problem+where+the+change+is+either+a+bad+change%252C+which+we+aim+to+detect%252C+or+a+confusing+change%252C+which+is+not+of+our+interest.+Our+objective+is+to+detect+a+bad+change+as+quickly+as+possible+while+avoiding+raising+a+false+alarm+for+pre-change+or+a+confusing+change.+We+identify+a+specific+set+of+pre-change%252C+bad+change%252C+and+confusing+change+distributions+that+pose+challenges+beyond+the+capabilities+of+standard+Cumulative+Sum+(CuSum)+procedures.+Proposing+novel+CuSum-based+detection+procedures%252C+S-CuSum+and+J-CuSum%252C+leveraging+two+CuSum+statistics%252C+we+offer+solutions+applicable+across+all+kinds+of+pre-change%252C+bad+change%252C+and+confusing+change+distributions.+For+both+S-CuSum+and+J-CuSum%252C+we+provide+analytical+performance+guarantees+and+validate+them+by+numerical+results.+Furthermore%252C+both+procedures+are+computationally+efficient+as+they+only+require+simple+recursive+updates.&cdnurl=https%3a%2f%2fth.bing.com%2fth%2fid%2fR.34839046b42a985c5d00f3e1f6eab25e%3frik%3d%252fT3%252b40lNIEbfRQ%26pid%3dImgRaw%26r%3d0&exph=630&expw=1200&q=Fast+Change+Detection+Simple+Visualization&FORM=IRPRST&ck=1868A4804F67CA1BA3C7151BD150ED82&selectedIndex=16&itb=0)
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