Online Change Detection

Shen Shyang Ho; Harry Wechsler

doi:10.1016/B978-0-12-398537-8.00005-5

Online Change Detection

Shen Shyang Ho, Harry Wechsler

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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 language	English (US)
Title of host publication	Conformal Prediction for Reliable Machine Learning
Subtitle of host publication	Theory, Adaptations and Applications
Publisher	Elsevier Inc.
Pages	99-114
Number of pages	16
ISBN (Print)	9780123985378
DOIs	https://doi.org/10.1016/B978-0-12-398537-8.00005-5
State	Published - Apr 2014
Externally published	Yes

All Science Journal Classification (ASJC) codes

General Computer Science

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10.1016/B978-0-12-398537-8.00005-5

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title = "Online Change Detection",

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.",

author = "Ho, {Shen Shyang} and Harry Wechsler",

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AB - 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.

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M3 - Chapter

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SN - 9780123985378

SP - 99

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BT - Conformal Prediction for Reliable Machine Learning

PB - Elsevier Inc.

ER -

Online Change Detection

Abstract

All Science Journal Classification (ASJC) codes

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