An Incremental Change Detection Test Based on Density Difference Estimation
Bu, Li1,2; Zhao, Dongbin1,2; Alippi, Cesare3,4
2017-10-01
发表期刊IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS
卷号49期号:10页码:2714-2726
文章类型Article
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.
关键词Change Detection Incremental Computing Incremental Least Squares Density Difference Change Detection Method (Lsdd-inc) Probability Density Function (Pdf)-free
WOS标题词Science & Technology ; Technology
DOI10.1109/TSMC.2017.2682502
关键词[WOS]STATISTICAL PROCESS-CONTROL ; CLASSIFIERS ; SHIFTS ; MODEL
收录类别SCI
语种英语
项目资助者National Natural Science Foundation of China(61573353 ; 61533017 ; 61603382)
WOS研究方向Automation & Control Systems ; Computer Science
WOS类目Automation & Control Systems ; Computer Science, Cybernetics
WOS记录号WOS:000411098200009
引用统计
文献类型期刊论文
条目标识符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
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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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