Random projections and Hotelling’s T2 statistics for change detection in high-dimensional data streams

• Autorzy: Skubalska-Rafajłowicz E.
• Języki publikacji: EN

Abstrakty

EN

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 Rn. We examine the random projection method using artificial noisy image sequences as examples.

Słowa kluczowe

EN

change detection; multidimensional control charts; dimensionality reduction; random projections; process monitoring

PL

wykrywanie zmian; karta kontrolna; redukcja wymiarowości; monitorowanie procesu

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2013
• Tom: Vol. 23, no. 2
• Strony: 447--461
• Opis fizyczny: Bibliogr. 45 poz., rys., tab., wykr.

Twórcy

autor

Skubalska-Rafajłowicz E.

• Institute of Computer Engineering, Automation and Robotics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

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