Detecting and Estimation Change-point in Dynamic Systems using Segmentation Technique

Abstract

There is no doubt that the sudden changes in dynamic behavior of the system greatly influences the choice of the appropriate model to represent this behavior, From here comes the importance of the discovery points that change in dynamic behavior of the system, Enabling the researcher of this behavior to segmentation it to groups or sectors in a manner cutting each line itself and this provides the Researcher the possibility of fitting appropriate model for each sector or department represents the best representation of the data. Discovery points of changing and estimation it is one of the critical issues, and in this research we use package of statistical and engineering criterion used in the discovery and estimation of the change points. The application by used simulation data.