Online Change Detection

Shen Shyang Ho, Harry Wechsler

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Scopus citations

Abstract

In this chapter, we provide an overview of the recent development of the online change detection approach for data sequence based on martingale computed using p-values derived from nonconformity scores for observed data. In particular, we summarize and discuss (1) the effectiveness of the change detection method on different scenarios and (2) implementation issues related to the martingale-based change detection method.

Original languageEnglish (US)
Title of host publicationConformal Prediction for Reliable Machine Learning
Subtitle of host publicationTheory, Adaptations and Applications
PublisherElsevier Inc.
Pages99-114
Number of pages16
ISBN (Print)9780123985378
DOIs
StatePublished - Apr 2014

All Science Journal Classification (ASJC) codes

  • Computer Science(all)

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