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A pdf-Free Change Detection Test Based on Density Difference Estimation
Bu, Li1; Alippi, Cesare2,3; Zhao, Dongbin1
Source PublicationIEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS
2018-02-01
Volume29Issue:2Pages:324-334
SubtypeArticle
AbstractThe 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.
KeywordConcept Drift Least Squares Density-difference (Lsdd)-based Method Probability Density Function (Pdf)-free Three-level Threshold Mechanism
WOS HeadingsScience & Technology ; Technology
DOI10.1109/TNNLS.2016.2619909
WOS KeywordSTATISTICAL PROCESS-CONTROL ; TIME ADAPTIVE CLASSIFIERS ; RATIO ESTIMATION ; 2-SAMPLE TEST ; CONCEPT DRIFT ; DATA STREAMS ; COMBINATION ; SYSTEM ; SERIES ; CHARTS
Indexed BySCI
Language英语
Funding OrganizationNational Natural Science Foundation of China(61273136 ; 61573353 ; 61533017 ; 61603382)
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Artificial Intelligence ; Computer Science, Hardware & Architecture ; Computer Science, Theory & Methods ; Engineering, Electrical & Electronic
WOS IDWOS:000422952400007
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Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/14325
Collection复杂系统管理与控制国家重点实验室_深度强化学习
Corresponding AuthorZhao, Dongbin
Affiliation1.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
First Author AffilicationInstitute of Automation, Chinese Academy of Sciences
Corresponding Author AffilicationInstitute of Automation, Chinese Academy of Sciences
Recommended Citation
GB/T 7714
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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