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|
|Number of pages||16|
|State||Published - Apr 2014|
All Science Journal Classification (ASJC) codes
- Computer Science(all)