Detecting Changes In The Variance Of Multi-Sensory Accelerometer Data Using Mcmc

An important field in exploratory sensory data analysis is the segmentation of time-series data to identify activities of interest. In this work, we analyse the performance of univariate and multi-sensor Bayesian change detection algorithms in segmenting accelerometer data. In particular, we provide theoretical analysis and also performance evaluation on synthetic data and real-world data. The results illustrate the advantages of using multi-sensory variance change detection in the segmentation of dynamic data (e.g. accelerometer data).