Novel semi-metrics for multivariate change point analysis and anomaly detection

Author:

James Nick,Menzies Max,Azizi Lamiae,Chan Jennifer

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistical and Nonlinear Physics

Reference39 articles.

1. Testing a sequence of observations for a shift in location;Hawkins;J. Amer. Statist. Assoc.,1977

2. A change-point model for a shift in variance;Hawkins;J. Qual. Technol.,2005

3. Nonparametric monitoring of data streams for changes in location and scale;Ross;Technometrics,2011

4. Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown;Ross;Comput. Statist.,2012

5. Parametric and nonparametric sequential change detection in R: the CPM package;Ross;J. Stat. Softw. Articles,2015

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