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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Bibliographic Details
Main Author: Sebastião, Raquel (author)
Other Authors: Fernandes, José Maria (author)
Format: bookPart
Language:eng
Published: 2017
Subjects:
Change detection
Data streams
Empirical Mode Decomposition
Page Hinkley Test
Personalized Approach
Sliding Windows
Online Access:http://hdl.handle.net/10773/18961
Country:Portugal
Oai:oai:ria.ua.pt:10773/18961

Internet

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

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