Streaming changepoint detection for transition matrices

DOI10.1007/S10618-021-00747-7MaRDI QIDQ2036764zbMATH OpenOpenAlexFDO

Authors Joshua Plasse, Henrique Hoeltgebaum, N. M. Adams

Publication date 30 June 2021

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10618-021-00747-7

zbMATH Keywords

Markov chainmoment matchingforgetting factorcontinuous monitoringADEPT-M

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

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• CONTINUOUS INSPECTION SCHEMES
• Continuous monitoring for changepoints in data streams using adaptive estimation
• Knowledge discovery from data streams.
• Models and Estimation Methods in Visual Scanning Experiments
• Multiple changepoint detection in categorical data streams
• Online linear and quadratic discriminant analysis with adaptive forgetting for streaming classification
• Optimal detection of changepoints with a linear computational cost
• Pattern classification.
• Quickest Change Detection of a Markov Process Across a Sensor Array
• Statistical analysis of network data with R
• \(\lambda \)-perceptron: an adaptive classifier for data streams

Cited in

(3)

• Correction to: ``Streaming changepoint detection for transition matrices
• Forman-Ricci flow for change detection in large dynamic data sets
• Continuous monitoring for changepoints in data streams using adaptive estimation

Describes a project that uses

Uses Software

• Scikit-multiflow
• changepoint

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