In this paper, we consider a change-point problem for a centered, stationary and $m$-dependent multivariate random field. Under the distribution free assumption, a change-point test using CUSUM statistic is proposed to detect anomalies within a multidimensional random field, controlling the false positive rate as well as the Family-Wise Error in the multiple hypotheses testing context.
翻译:本文研究一个中心化、平稳且 $m$ 相依的多元随机场的变点问题。在无分布假设条件下,提出了一种基于 CUSUM 统计量的变点检验方法,用于检测多维随机场中的异常,并在多重假设检验的框架下控制误报率以及族错误率。