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| 変化点検出（PELT）× | CUSUM管理図× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統≠ | Machine learning | Process / pipeline |
| 提唱年≠ | 2012 | 1954 |
| 提唱者≠ | Killick, Fearnhead & Eckley | E. S. Page |
| 種類≠ | Sequential segmentation algorithm | Statistical process control chart for small shifts |
| 原典≠ | Killick, R., Fearnhead, P., & Eckley, I. A. (2012). Optimal detection of changepoints with a linear computational cost. Journal of the American Statistical Association, 107(500), 1590–1598. DOI ↗ | Page, E. S. (1954). Continuous inspection schemes. Biometrika, 41(1/2), 100–115. DOI ↗ |
| 別名 | Structural Break Detection, Breakpoint Analysis, Regime Change Detection, Değişim Noktası Tespiti | cumulative sum chart, CUSUM control chart, Page's CUSUM, kümülatif toplam kontrol kartı |
| 関連≠ | 2 | 4 |
| 概要≠ | Change-Point Detection identifies time points at which the statistical properties of a sequence — such as mean, variance, or distribution — shift abruptly. The Pruned Exact Linear Time (PELT) algorithm, introduced by Killick, Fearnhead, and Eckley (2012), solves the penalized segmentation problem exactly while achieving linear expected computational cost, making it practical for long time series encountered in genomics, finance, climatology, and signal processing. | The cumulative sum (CUSUM) control chart, introduced by E. S. Page in 1954, monitors a process by accumulating the deviations of observations from a target value rather than judging each point in isolation. Because small persistent shifts add up over time, the running sum makes them visible far sooner than a Shewhart chart, making CUSUM the tool of choice for detecting small, sustained changes in the process mean. |
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