Optimal Window Change Detection

@article{Patist2007OptimalWC,
  title={Optimal Window Change Detection},
  author={Jan Peter Patist},
  journal={Seventh IEEE International Conference on Data Mining Workshops (ICDMW 2007)},
  year={2007},
  pages={557-562}
}
It is recognized that change detection is an important feature in many data stream applications. An appealing approach is to reformulate the problem of change detec- tion in data streams to the successive application of two sample tests, as proposed in [7]. Usually the underlying data-generation process is unknown. Consequently, non- parametric tests like the Kolmogorov-Smirnov (KS) test are desirable. Maintenance of the KS-test statistic can be per- formed efficiently in O(log(n)) per example… CONTINUE READING
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