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Multi-sensor gradual change detection

Authors: Yang Cao 0013; Yao Xie 0002;

Multi-sensor gradual change detection

Abstract

We develop a mixture procedure to monitor parallel streams of data for a change-point that causes gradual change of a subset of data streams. We model the gradual change as a change in the trends of the affected data streams. Observations are assumed initially to be independent standard normal random variables with zero mean. After a change-point the observations in a subset of the streams of data have mean values that increase or decrease with time. The rate of change for the affected sensors may be different for the affected sensors. The subset and the post-change means are unknown but we assume the number of affected sensors is small. Our procedure uses a mixture statistics which hypothesizes an assumed fraction p0 of affected data streams. An analytic expression is obtained for the average run length (ARL) when there is no change and is shown by simulations to be very accurate. Similarly, an approximation for the expected detection delay (EDD) after a change-point is also obtained. Numerical examples based on real-data demonstrate the good performance of the proposed procedure on real data.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
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