Statistical Change Detection for Multi-Dimensional Data

被引：0

作者：

Song, Xiuyao ^{[1
]}

Wu, Mingxi ^{[1
]}

Jermaine, Christopher ^{[1
]}

Ranka, Sanjay ^{[1
]}

机构：

[1] Univ Florida, Dept Comp & Informat Sci & Engn, Gainesville, FL 32611 USA

来源：

KDD-2007 PROCEEDINGS OF THE THIRTEENTH ACM SIGKDD INTERNATIONAL CONFERENCE ON KNOWLEDGE DISCOVERY AND DATA MINING | 2007年

关键词：

Change detection; density test; kernel density estimation;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper deals with detecting change of distribution in multi-dimensional data sets. For a given baseline data set and a set of newly observed data points, we define a statistical test called the density test for deciding if the observed data points are sampled from the underlying distribution that produced the baseline data set. We define a test statistic that is strictly distribution-free under the null hypothesis. Our experimental results show that the density test has substantially more power than the two existing methods for multi-dimensional change detection.

引用

页码：667 / 676

页数：10

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