Article ID: | iaor20118213 |
Volume: | 62 |
Issue: | 4 |
Start Page Number: | 1655 |
End Page Number: | 1669 |
Publication Date: | Aug 2011 |
Journal: | Computers and Mathematics with Applications |
Authors: | Hashemi Sattar, Mozafari Niloofar, Hamzeh Ali |
Keywords: | datamining, networks |
• We present a statistical approach for change detection in unlabeled data stream. • In our approach, upon arrival of new data point, a hypothesis test takes place. • It is driven by a family of martingales which is based on Doob’s Maximal Inequality. • Our approach detects changes in all domains of categorical, numerical and mixed.