Using labeled data to evaluate change detectors in a multivariate streaming environment

DOI10.1016/J.SIGPRO.2009.04.011MaRDI QIDQ1957692zbMATH OpenOpenAlexFDO

Authors Albert Y. Kim, Caren Marzban, Werner Stuetzle, Donald B. Percival

Publication date 27 September 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2009.04.011

zbMATH Keywords

block bootstrapchange point detectiontime series analysis

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

• Sequential multi-sensor change-point detection
• Optimal sequential detection in multi-stream data
• Multiple changepoint detection in categorical data streams
• Change detection based on the distribution of \(p\)-values
• Robust change detection for large-scale data streams

Cites work

• Analysing the Interevent Time Distribution to Identify Seismicity Phases: A Bayesian Nonparametric Approach to the Multiple-Changepoint Problem
• Bootstraps for time series
• Change-Point Analysis of Neuron Spike Train Data
• scientific article; zbMATH DE number 3860188 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 795279 (Why is no real title available?)
• New test for the multivariate two-sample problem based on the concept of minimum energy
• Novelty detection: a review. I. Statistical approaches
• Novelty detection: a review. II. Neural network based approaches
• Resampling methods for dependent data
• Statistical Surveillance. Optimality and Methods
• Subsampling
• Supervised learning for change-point detection
• Testing monotone high-dimensional distributions
• Testing Statistical Hypotheses

Cited in

(16)

• Consistent change-point detection with kernels
• Fast adaptive algorithms for abrupt change detection
• Streaming changepoint detection for transition matrices
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Change-point methods for multivariate time-series: paired vectorial observations
• Challenges in benchmarking stream learning algorithms with real-world data
• Unsupervised streaming anomaly detection for instrumented infrastructure
• Goodness-of-fit test for skew normality based on energy statistics
• Change detection based on the distribution of \(p\)-values
• Long signal change-point detection
• Energy statistics: a class of statistics based on distances
• A nonparametric approach for multiple change point analysis of multivariate data
• Stream change detection via passive-aggressive classification and Bernoulli CUSUM
• Detection of multiple change points in a Weibull accelerated failure time model using sequential testing
• A precise statistical approach for concept change detection in unlabeled data streams
• PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data

Describes a project that uses

Uses Software

• bootstrap

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