discontinuity detection for discrete values

Discussion in 'MATLAB' started by Hussam Hseiki, Sep 26, 2006.

  1. Dear All,
    I need to know how to detect discontinuities in a series of discrete
    set of values. For example, if I have the following series: 1, 2, 3,
    10, 5, 6... Then there is a discontinuity at the 4th item. Or if I
    have this series: 1, 4, 9, 100, 25, 36... Then also there is a
    discontinuity at the 4th item. I tried the MATLAB wavelet toolbox
    that detect discontinuities but for continuous signals and not for
    discrete sets. So, I need to find the discontinuity for any series.
    If there is an option in wavelets to do this or anyone has done this
    before, please reply as soon as possible.
    Thank you in advance.
     
    Hussam Hseiki, Sep 26, 2006
    #1
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  2. Hussam Hseiki

    Jérôme Guest

    Hi,

    try this :

    M=[1 2 3 10 5 6]
    find(sign(diff(M))==-1)

    M=[1 4 9 100 25 36]
    find(sign(diff(M))==-1)

    Jérôme
     
    Jérôme, Sep 26, 2006
    #2
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  3. Hussam Hseiki

    Hussam Guest

    Thanks for help but that was not what I was searching for since if
    the matrix was like this:[ 1 4 9 10 25 36 ] then the diff function
    wouldn't be affected and a discontinuity had really happened.
    Another thing, I have to find the discontinuity with a certain
    threshold that is variable from a series and other.
     
    Hussam, Sep 26, 2006
    #3
  4. Somehow you will need to generate the unperturbed series. If this can be any
    type of series then you will have a lot of work to look forward to.
    Hopefully however, this will not be the case and you only have a moderate
    number of types you are willing to consider. You can define 'generators'
    for these series and sees which one matches best. By comparing the best
    match to your data, the deviations are straightforward.

    HTH, Maarten
     
    Maarten van Reeuwijk, Sep 26, 2006
    #4
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