Random projections and hotelling's T² statistics for change detection in high-dimensional data streams
International Journal of Applied Mathematics and Computer Science (2013)
- Volume: 23, Issue: 2, page 447-461
- ISSN: 1641-876X
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topEwa Skubalska-Rafajłowicz. "Random projections and hotelling's T² statistics for change detection in high-dimensional data streams." International Journal of Applied Mathematics and Computer Science 23.2 (2013): 447-461. <http://eudml.org/doc/257111>.
@article{EwaSkubalska2013,
abstract = {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.},
author = {Ewa Skubalska-Rafajłowicz},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {change detection; multidimensional control charts; dimensionality reduction; random projections; process monitoring},
language = {eng},
number = {2},
pages = {447-461},
title = {Random projections and hotelling's T² statistics for change detection in high-dimensional data streams},
url = {http://eudml.org/doc/257111},
volume = {23},
year = {2013},
}
TY - JOUR
AU - Ewa Skubalska-Rafajłowicz
TI - Random projections and hotelling's T² statistics for change detection in high-dimensional data streams
JO - International Journal of Applied Mathematics and Computer Science
PY - 2013
VL - 23
IS - 2
SP - 447
EP - 461
AB - 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.
LA - eng
KW - change detection; multidimensional control charts; dimensionality reduction; random projections; process monitoring
UR - http://eudml.org/doc/257111
ER -
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