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Sequential Drift Detection

  • Samuel Ackerman,
  • Guy Barash,
  • Eitan Farchi,
  • Orna Raz,
  • Onn Shehory

摘要

This chapter discusses drift detection in the context of data observed in a time-ordered sequence, as opposed to the static datasets in Chaps. 7 and 8. It covers concepts including online vs. offline detection, windowing, and memory and introduces detection algorithms for univariate and multivariate data in light of these concepts. It briefly discusses the unique issues of statistical error control in sequential observations.