Supporting the page-hinkley test with empirical mode decomposition for change detection

In the dynamic scenarios faced nowadays, when handling non stationary data streams it is of utmost importance to perform change detection tests. In this work, we propose the Intrinsic Page Hinkley Test (iPHT), which enhances the Page Hinkley Test (PHT) eliminating the user-defined parameter (the all...

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Detalhes bibliográficos
Autor principal: Sebastião, Raquel (author)
Outros Autores: Fernandes, José Maria (author)
Formato: bookPart
Idioma:eng
Publicado em: 2017
Assuntos:
Change detection
Data streams
Empirical Mode Decomposition
Page Hinkley Test
Personalized Approach
Sliding Windows
Texto completo:http://hdl.handle.net/10773/18961
País:Portugal
Oai:oai:ria.ua.pt:10773/18961

Texto Completo

http://hdl.handle.net/10773/18961

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