CASIA OpenIR  > 复杂系统管理与控制国家重点实验室  > 深度强化学习
An Incremental Change Detection Test Based on Density Difference Estimation
Bu, Li1,2; Zhao, Dongbin1,2; Alippi, Cesare3,4
Source PublicationIEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
2017-10-01
Volume49Issue:10Pages:2714-2726
SubtypeArticle
AbstractWe 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.
KeywordChange Detection Incremental Computing Incremental Least Squares Density Difference Change Detection Method (Lsdd-inc) Probability Density Function (Pdf)-free
WOS HeadingsScience & Technology ; Technology
DOI10.1109/TSMC.2017.2682502
WOS KeywordSTATISTICAL PROCESS-CONTROL ; CLASSIFIERS ; SHIFTS ; MODEL
Indexed BySCI
Language英语
Funding OrganizationNational Natural Science Foundation of China(61573353 ; 61533017 ; 61603382)
WOS Research AreaAutomation & Control Systems ; Computer Science
WOS SubjectAutomation & Control Systems ; Computer Science, Cybernetics
WOS IDWOS:000411098200009
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/14329
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.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
Recommended Citation
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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