中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
An Incremental Change Detection Test Based on Density Difference Estimation

文献类型:期刊论文

作者Bu, Li1,2; Zhao, Dongbin1,2; Alippi, Cesare3,4
刊名IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
出版日期2017-10-01
卷号49期号:10页码:2714-2726
关键词Change Detection Incremental Computing Incremental Least Squares Density Difference Change Detection Method (Lsdd-inc) Probability Density Function (Pdf)-free
DOI10.1109/TSMC.2017.2682502
文献子类Article
英文摘要We propose incremental least squares density difference (LSDD) change detection method, an incremental test to detect changes in stationarity based on the difference between the unknown prechange and the post-change probability density functions (pdfs). The method is computationally light and, hence, adequate to process continuous datastreams, as those emerging from the Internet of Things and the big data framework. The incremental change detection test operates on two nonoverlapping data windows to estimate the LSDD between the two pdfs. We construct a theoretical framework that shows how the distribution of LSDD values follows a linear combination of chi(2) distributions and provides thresholds to control false positive rates. The proposed test can operate online, with needed estimates and thresholds computed incrementally as fresh samples come. Comprehensive experiments validate the effectiveness of the test both in detecting abrupt and drift types of changes.
WOS关键词STATISTICAL PROCESS-CONTROL ; CLASSIFIERS ; SHIFTS ; MODEL
WOS研究方向Automation & Control Systems ; Computer Science
语种英语
WOS记录号WOS:000411098200009
资助机构National Natural Science Foundation of China(61573353 ; 61533017 ; 61603382)
源URL[http://ir.ia.ac.cn/handle/173211/14329]  
专题复杂系统管理与控制国家重点实验室_深度强化学习
通讯作者Zhao, Dongbin
作者单位1.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Beijing 100190, Peoples R China
3.Politecn Milan, I-20133 Milan, Italy
4.Univ Svizzera Italiana, CH-6904 Lugano, Switzerland
推荐引用方式
GB/T 7714
Bu, Li,Zhao, Dongbin,Alippi, Cesare. An Incremental Change Detection Test Based on Density Difference Estimation[J]. IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,2017,49(10):2714-2726.
APA Bu, Li,Zhao, Dongbin,&Alippi, Cesare.(2017).An Incremental Change Detection Test Based on Density Difference Estimation.IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS,49(10),2714-2726.
MLA Bu, Li,et al."An Incremental Change Detection Test Based on Density Difference Estimation".IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS 49.10(2017):2714-2726.

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