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Paper Abstract and Keywords
Presentation 2013-11-29 15:00
State Adaptive Autoregressive Model for Estimation of Signal Stationarity
Masatoshi Sekine, Kurato Maeno (OKI) ASN2013-114
Abstract (in Japanese) (See Japanese page) 
(in English) In this paper, we propose a time-series model that is used for the evaluation of the stationarity of time series signal in real time.
It is for the state estimation, such as to detect abnormal events or change points from the sensor signals. Traditional methods for the sequential estimation of the autoregressive coefficients have the problem that there is a trade-off relationship among the convergence, stationarity, and the accuracy of the estimation. Our proposed method dynamically controls the parameters sequentially to maximize the likelihood of the model. As a result, it adapts to changes in the stationarity of the signals. Performance evaluation shows that our proposed method is able to simultaneously improve the convergence, stability, accuracy of estimation.
Keyword (in Japanese) (See Japanese page) 
(in English) sensor signal processing / time series modeling / autoregressive model / stationality / recursive processing / / /  
Reference Info. IEICE Tech. Rep., vol. 113, no. 328, ASN2013-114, pp. 129-134, Nov. 2013.
Paper # ASN2013-114 
Date of Issue 2013-11-21 (ASN) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee ASN  
Conference Date 2013-11-28 - 2013-11-29 
Place (in Japanese) (See Japanese page) 
Place (in English) Kikai-Shinko-Kaikan Bldg. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Ambient Intelligence, Sensor Networks, Smart Structure, Smart City, Structural Health Monitoring, ZEB, etc. 
Paper Information
Registration To ASN 
Conference Code 2013-11-ASN 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) State Adaptive Autoregressive Model for Estimation of Signal Stationarity 
Sub Title (in English)  
Keyword(1) sensor signal processing  
Keyword(2) time series modeling  
Keyword(3) autoregressive model  
Keyword(4) stationality  
Keyword(5) recursive processing  
1st Author's Name Masatoshi Sekine  
1st Author's Affiliation Oki Electric Industry Co., Ltd. (OKI)
2nd Author's Name Kurato Maeno  
2nd Author's Affiliation Oki Electric Industry Co., Ltd. (OKI)
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Date Time 2013-11-29 15:00:00 
Presentation Time 25 
Registration for ASN 
Paper # IEICE-ASN2013-114 
Volume (vol) IEICE-113 
Number (no) no.328 
Page pp.129-134 
#Pages IEICE-6 
Date of Issue IEICE-ASN-2013-11-21 

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