A Theoretical Analysis of Cumulative Sum Slope (CUSUM-Slope) Statisticfor Detecting Signal Onset (begin) and Offset (end) Trends from BackgroundNoise Level

David Tam

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A Theoretical Analysis of Cumulative Sum Slope (CUSUM-Slope) Statisticfor Detecting Signal Onset (begin) and Offset (end) Trends from BackgroundNoise Level

机译：从背景噪声水平检测信号开始（开始）和偏移（结束）趋势的累积和斜率（CUSUM-Slope）统计量的理论分析

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A theoretical analysis of the cumulative sum (CUSUM) technique for detecting a series of time signals fromnoisy background is provided. The statistic using CUSUM-slope is introduced as a measure for capturing the average ofsignals within the time-window, in which the slope is computed. This provides a time-independent method for estimatingthe signal content within the time-window. The detection criterion is provided for different window-lengths. The resultsshowed that this CUSUM-slope statistic is highly sensitive to the detection of subtle hidden trends in the data sequencewith noise filtered even in very low signal-to-noise environment.

机译：提供了从噪声背景中检测一系列时间信号的累积和（CUSUM）技术的理论分析。引入了使用CUSUM斜率的统计信息，作为在时间窗口内捕获平均信号的度量，在该窗口中计算斜率。这提供了一种与时间无关的方法，用于估计时间窗口内的信号内容。为不同的窗口长度提供了检测标准。结果表明，即使在非常低的信噪比环境下，该CUSUM斜率统计信息也对经过过滤的噪声对数据序列中细微隐藏趋势的检测高度敏感。

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《The Open Statistics & Probability Journal》 |2017年第1期|共9页
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David Tam;
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6. A Theoretical Analysis of Cumulative Sum Slope (CUSUM-Slope) Statistic for Detecting Signal Onset (begin) and Offset (end) Trends from Background Noise Level [O] . David Tam 2009

机译：从背景噪声级别检测信号发作（开始）和偏移量（开始）和偏移（端部）趋势的累积和斜率（CUSUM斜率）统计的理论分析

A Theoretical Analysis of Cumulative Sum Slope (CUSUM-Slope) Statisticfor Detecting Signal Onset (begin) and Offset (end) Trends from BackgroundNoise Level

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