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Change detection under autocorrelation

Speekenbrink, Maarten; Twyman, Matthew A; Harvey, Nigel; (2012) Change detection under autocorrelation. In: Myake, Naomi and Peebles, David and Cooper, Richard P, (eds.) Building Bridges Across Cognitive Sciences Around the World Proceedings of the 34th Annual Meeting of the Cognitive Science Society. (pp. pp. 1001-1006). Cognitive Science Society: Austin, Texas, USA. Green open access

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Abstract

Judgmental detection of changes in time series is an ubiquitous task. Previous research has shown that human observers are often relatively poor at detecting change, especially when the series are serially dependent (autocorrelated). We present two experiments in which participants were asked to judge the occurrence of changes time series with varying levels of autocorrelation. Results show that autocorrelation increases the difficulty of discriminating change from no change, and that observers respond to increased difficulty this by biasing their decisions towards change. This results in an increased false alarms, while leaving hit rates relatively intact. We present a rational (Bayesian) model of change detection and compare it to two heuristic models that ignore autocorrelation in the series. Participants appeared to rely on a simple heuristic, where they first visually match a change function to a series, and then determine whether the putative change exceeds the variability in the data

Type: Proceedings paper
Title: Change detection under autocorrelation
Event: 34th Annual Conference of the Cognitive Science Society
Location: Sapporo, Japan
ISBN-13: 978-0-9768318-8-4
Open access status: An open access version is available from UCL Discovery
Publisher version: https://cognitivesciencesociety.org/past-conferenc...
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Change detection; judgment; forecasting
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Div of Psychology and Lang Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Div of Psychology and Lang Sciences > Experimental Psychology
URI: https://discovery.ucl.ac.uk/id/eprint/10172512
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