An Evaluation of Real-time Adaptive Sampling Change Point Detection Algorithm using KCUSUM

arXiv:2402.10291v1 Announce Type: new
Abstract: Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous scrutiny of incoming observations for deviations in their statistical characteristics, particularly in high-volume data scenarios. Maintaining a balance between sudden change detection and minimizing false alarms is vital. Many existing algorithms for this purpose rely on known probability distributions, limiting their feasibility. In this …

abstract algorithm algorithms arxiv change continuous cs.lg data data stream data streams deployment detection evaluation live data real-time sampling simulations statistical stat.ml time data type