Meeting Mathematics of Gravitation II
Warsaw, September 1 – 9, 2003
|
The data are organized as a binary tree:
—
the root
– the coarsest segmentation level (the whole signal)
—
the leafs – the finest segmentation level (the shortest segments)
The algorithm works as follows:
1. partition of the time series x(t) in equal segments xjl(t),
at a resolution level l
2. compute the Malvar-Wilson wavelet coefficients Cljk on
these segments (DCTiv)
3. estimate the 4th order cumulant Cum4jl or kurtosis K4jl at
level l (CUM4 or K4) to differentiate between Gaussian and
non-Gaussian segments
4. repeat the above three steps from the finest to the
coarsest segmentation level
5. apply the segmentation test on Cum4jl or K4jl at each resolution level l
a. merge segments of the same nature
b. split segments of the different nature
c. the desired partition R only retains merged segments (gaussian) and finest segments that have not been associated (non-gaussian)
6.
compute the detection statistics (Cum4
or K4 of each element of the retained
partition R)
Some results
References |