Supervised learning for change-point detection

DOI10.1080/00207540600669846MaRDI QIDQ5444421zbMATH OpenOpenAlexFDO

Authors

Publication date 25 February 2008

Published in International Journal of Production Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207540600669846

zbMATH Keywords

change pointdecision treeout-of-bagrandomforeststatistical process controlvariable importance

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Time-based detection of changes to multivariate patterns
• Detection of multiple change-points in multivariate data
• Identifying the time of a step change with multivariate single control charts
• A multivariate change point detection procedure for monitoring mean and covariance simultaneously
• Detection and estimation of abrupt changes in the variability of a process

Cites work

• Inference about the change-point from cumulative sum tests
• Synthesis of spectral densities using finite automata

Cited in

(4)

• Using labeled data to evaluate change detectors in a multivariate streaming environment
• Shifting artificial data to detect system failures
• Transparent Sequential Learning for Statistical Process Control of Serially Correlated Data
• Practical considerations for implementing the isolation forest EWMA control chart in phase II process monitoring

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