Continuous monitoring for changepoints in data streams using adaptive estimation

DOI10.1007/S11222-016-9684-8MaRDI QIDQ159921zbMATHOpenAlexFDO

Authors Dean Bodenham, Niall M. Adams, Dean A. Bodenham, N. M. Adams

Publication date 18 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10044/1/34625

zbMATH Keywords

changepoint detectionsequential analysisadaptive estimationdata stream

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• Multiple changepoint detection in categorical data streams
• Streaming changepoint detection for transition matrices
• Efficient scalable schemes for monitoring a large number of data streams
• Sequential multi-sensor change-point detection
• Fast adaptive algorithms for abrupt change detection

Cites work

• scientific article; zbMATH DE number 50447 (Why is no real title available?)
• Adaptive sequential segmentation of piecewise stationary time series
• CONTINUOUS INSPECTION SCHEMES
• Data streams. Models and algorithms.
• Detection of abrupt changes: theory and application
• Detection of multiple change-points in multivariate data
• Knowledge discovery from data streams.
• On self tuning regulators
• Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification
• Optimal detection of changepoints with a linear computational cost
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution
• Sequential multi-sensor change-point detection
• Statistical Surveillance. Optimality and Methods
• Stochastic approximation. A dynamical systems viewpoint.
• Temporally-adaptive linear classification for handling population drift in credit scoring
• Theory and applications of selftuning regulators
• \(\lambda \)-perceptron: an adaptive classifier for data streams
• ggplot2. Elegant graphics for data analysis

Cited in

(7)

• Data-adaptive symmetric CUSUM for sequential change detection
• Streaming changepoint detection for transition matrices
• Unsupervised streaming anomaly detection for instrumented infrastructure
• A precise statistical approach for concept change detection in unlabeled data streams
• Multiple changepoint detection in categorical data streams
• Narrow big data in a stream: computational limitations and regression
• Multi-armed bandit problem with online clustering as side information

Describes a project that uses

Uses Software

• changepoint
• ggplot2

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