#include <visp3/core/vpHinkley.h>

Public Types
enum	vpHinkleyJumpType { noJump , downwardJump , upwardJump }

Public Member Functions
VP_DEPRECATED	vpHinkley ()

virtual	~vpHinkley ()

VP_DEPRECATED	vpHinkley (double alpha, double delta)

void	init ()

void	init (double alpha, double delta)

void	setDelta (double delta)

void	setAlpha (double alpha)

vpHinkleyJumpType	testDownwardJump (double signal)

vpHinkleyJumpType	testUpwardJump (double signal)

vpHinkleyJumpType	testDownUpwardJump (double signal)

double	getMean ()

double	getSk ()

double	getMk ()

double	getTk ()

double	getNk ()

Static Public Member Functions
static void	print (vpHinkleyJumpType jump)

Detailed Description

This class implements the Hinkley's cumulative sum test.

Deprecated:: This class is deprecated. You should rather use vpStatisticalTestHinkley.

Author: Fabien Spindler (Fabie.nosp@m.n.Sp.nosp@m.indle.nosp@m.r@ir.nosp@m.isa.f.nosp@m.r), Irisa / Inria Rennes

The Hinkley's cumulative sum test is designed to detect jump in mean of an observed signal $ s(t) $ . It is known to be robust (by taking into account all the past of the observed quantity), efficient, and inducing a very low computational load. The other attractive features of this test are two-fold. First, it can straightforwardly and accurately provide the jump instant. Secondly, due to its formulation (cumulative sum test), it can simultaneously handle both very abrupt and important changes, and gradual smaller ones without adapting the involved thresholds.

Two tests are performed in parallel to look for downwards or upwards jumps in $ s(t) $ , respectively defined by:

$S_k = \sum_{t=0}^{k} (s(t) - m_0 + \frac{\delta}{2})$

$M_k = \max_{0 \leq i \leq k} S_i$

$T_k = \sum_{t=0}^{k} (s(t) - m_0 - \frac{\delta}{2})$

$N_k = \max_{0 \leq i \leq k} T_i$

In which $m_o$ is computed on-line and corresponds to the mean of the signal $ s(t) $ we want to detect a jump. $m_o$ is re-initialized at zero after each jump detection. $\delta$ denotes the jump minimal magnitude that we want to detect and $\alpha$ is a predefined threshold. These values are set by default to 0.2 in the default constructor vpHinkley(). To modify the default values use setAlpha() and setDelta() or the vpHinkley(double alpha, double delta) constructor.

A downward jump is detected if $M_k - S_k > \alpha$ . A upward jump is detected if $T_k - N_k > \alpha$ .

To detect only downward jumps in $ s(t) $ use testDownwardJump().To detect only upward jumps in use testUpwardJump(). To detect both, downward and upward jumps use testDownUpwardJump().

If a jump is detected, the jump location is given by the last instant $k^{'}$ when $M_{k^{'}} - S_{k^{'}} = 0$ , or $T_{k^{'}} - N_{k^{'}} = 0$ .

Definition at line 96 of file vpHinkley.h.

Member Enumeration Documentation

◆ vpHinkleyJumpType

enum vpHinkley::vpHinkleyJumpType

Indicates if a jump is detected by the Hinkley test.

Enumerator
noJump	No jump is detected by the Hinkley test.
downwardJump	A downward jump is detected by the Hinkley test.
upwardJump	An upward jump is detected by the Hinkley test.

Definition at line 102 of file vpHinkley.h.