Description Usage Arguments Details Value Author(s) References
Iterative Bayesian updating of the conditional probability of change (PChange) based on PNF and detection of change
1 |
bayts |
"bayts" time series data frame created with |
chi |
Threshold of Pchange at which the change is confirmed; Default=0.5 |
PNFmin |
threshold of pNF above which the first observation is flagged; Default=0.5 |
start |
Start date of monitoring period. Default=NULL (start of "bayts" time series data frame). |
end |
End date of monitoring period. Default=NULL (end of "bayts" time series data frame) |
Short method description: Observations at time t (current observation) are flagged to be potentially changed in the case that the conditional NF probability (PNF) is larger than 0.5.
For a flagged observation, the conditional probability of change (PChange) is computed by iterative Bayesian updating (calcPosterior
), using the previous observation (t − 1),
the current observation (t), as well as i upcoming observations (t + i) to confirm or reject a change event at t. A change is confirmed in case PChange exceeds a given threshold "chi".
A detailed description is provided in Reiche et al. 2015 (Chapter 2.1.4).
Updated "bayts" time series data frame with changes if detected.
Flag: "0" = no change flagged; "Flag" = change flagged (iterative Bayesian updating is ongoing); "oldFlag" = old flagged change that was rejected; "Change" = confirmed change and observations that were initially flagged as change
Johannes Reiche (Wageningen University)
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