A pdf-Free Change Detection Test Based on Density Difference Estimation
Bu, Li1; Alippi, Cesare2,3; Zhao, Dongbin1
2018-02-01
发表期刊IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
卷号29期号:2页码:324-334
文章类型Article
摘要The ability to detect online changes in stationarity or time variance in a data stream is a hot research topic with striking implications. In this paper, we propose a novel probability density function-free change detection test, which is based on the least squares density-difference estimation method and operates online on multidimensional inputs. The test does not require any assumption about the underlying data distribution, and is able to operate immediately after having been configured by adopting a reservoir sampling mechanism. Thresholds requested to detect a change are automatically derived once a false positive rate is set by the application designer. Comprehensive experiments validate the effectiveness in detection of the proposed method both in terms of detection promptness and accuracy.
关键词Concept Drift Least Squares Density-difference (Lsdd)-based Method Probability Density Function (Pdf)-free Three-level Threshold Mechanism
WOS标题词Science & Technology ; Technology
DOI10.1109/TNNLS.2016.2619909
关键词[WOS]STATISTICAL PROCESS-CONTROL ; TIME ADAPTIVE CLASSIFIERS ; RATIO ESTIMATION ; 2-SAMPLE TEST ; CONCEPT DRIFT ; DATA STREAMS ; COMBINATION ; SYSTEM ; SERIES ; CHARTS
收录类别SCI
语种英语
项目资助者National Natural Science Foundation of China(61273136 ; 61573353 ; 61533017 ; 61603382)
WOS研究方向Computer Science ; Engineering
WOS类目Computer Science, Artificial Intelligence ; Computer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic
WOS记录号WOS:000422952400007
引用统计
文献类型期刊论文
条目标识符http://ir.ia.ac.cn/handle/173211/14325
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.Univ Chinese Acad Sci, State Key Lab Management & Control Complex Syst, Inst Automat, Chinese Acad Sci, Beijing 100190, Peoples R China
2.Politecn Milan, I-20133 Milan, Italy
3.Univ Svizzera italiana, CH-6904 Lugano, Switzerland
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Bu, Li,Alippi, Cesare,Zhao, Dongbin. A pdf-Free Change Detection Test Based on Density Difference Estimation[J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,2018,29(2):324-334.
APA Bu, Li,Alippi, Cesare,&Zhao, Dongbin.(2018).A pdf-Free Change Detection Test Based on Density Difference Estimation.IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS,29(2),324-334.
MLA Bu, Li,et al."A pdf-Free Change Detection Test Based on Density Difference Estimation".IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS 29.2(2018):324-334.
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