Statistics for Change Detection in High–dimensional Data Streams
نویسنده
چکیده
The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of R. We examine the random projection method using artificial noisy image sequences as examples.
منابع مشابه
Random projections and Hotelling's T2 statistics for change detection in high-dimensional data streams
The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of R. We examine the random projection method using artificial noisy i...
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