loading...
Optimal Window Change Detection
Omaha, Nebraska, USA October 28-October 31
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ICDMW.2007.9Seventh IEEE International Conference ...
 This Article 
 
PDF
HTML
 
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
It is recognized that change detection is an important feature in many data stream applications. An appealing approach is to reformulate the problem of change detec- tion in data streams to the successive application of two sample tests, as proposed in [7]. Usually the underlying data-generation process is unknown. Consequently, non- parametric tests like the Kolmogorov-Smirnov (KS) test are desirable. Maintenance of the KS-test statistic can be per- formed efficiently in O(log(n)) per example, where n is the window size. However this can only be achieved by assum- ing a fixed window size. Because there exist no any time optimal window size, it is highly desirable to obtain a vari- able size window algorithm. In this paper we propose an efficient approximate algorithm for the maintenance of the KS-test statistic under the optimal window size.
Citation:
Jan Peter Patist, "Optimal Window Change Detection," icdmw, pp.557-562, Seventh IEEE International Conference on Data Mining Workshops (ICDMW 2007), 2007
Usage of this product signifies your acceptance of the Terms of Use.