A Kolmogorov-Smirnov Test to Detect Changes in Stationarity in Big Data <ce:cross-ref refid='fn1'> <ce:sup loc='post'>*</ce:sup> </ce:cross-ref> <ce:footnote id='fn1'> <ce:label>*</ce:label> <ce:note-para id='npara0001' view='all'>This work was supported in part by the National Natural Science Foundation of China under Grants No. 61573353, No.61533017, and No. 61603382.</ce:note-para> </ce:footnote>

Dongbin Zhao; Li Bu; Cesare Alippi; Qinglai Wei

首页> 外文期刊>IFAC PapersOnLine >A Kolmogorov-Smirnov Test to Detect Changes in Stationarity in Big Data * *

This work was supported in part by the National Natural Science Foundation of China under Grants No. 61573353, No.61533017, and No. 61603382.

【24h】

A Kolmogorov-Smirnov Test to Detect Changes in Stationarity in Big Data * * This work was supported in part by the National Natural Science Foundation of China under Grants No. 61573353, No.61533017, and No. 61603382.

机译：用于检测大数据中平稳性变化的Kolmogorov-Smirnov检验 * * 国家自然科学部分支持这项工作基金会编号：61573353、61533017和61603382的中国基金会。

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

The paper proposes an effective change detection test for online monitoring data streams by inspecting the least squares density difference (LSDD) features extracted from two non-overlapped windows. The first window contains samples associated with the pre-change probability distribution function (pdf) and the second one with the post-change one (that differs from the former if a change in stationarity occurs). This method can detect changes by also controlling the false positive rate. However, since the window sizes is fixed after the test has been configured (it has to be small to reduce the execution time), the method may fail to detect changes with small magnitude which need more samples to reach the requested level of confidence. In this paper, we extend our work to the Big Data framework by applying the Kolmogorov-Smirnov test (KS test) to infer changes. Experiments show that the proposed method is effective in detecting changes.

机译：本文通过检查从两个不重叠的窗口中提取的最小二乘密度差（LSDD）特征，提出了一种用于在线监视数据流的有效变化检测测试。第一个窗口包含与更改前概率分布函数（pdf）相关的样本，第二个窗口包含与更改后概率分布函数（pdf，如果发生平稳性变化则不同于前一个）。该方法还可以通过控制误报率来检测变化。但是，由于在配置测试后窗口大小是固定的（必须很小以减少执行时间），所以该方法可能无法检测到较小幅度的变化，而这需要更多样本才能达到要求的置信度。在本文中，我们通过应用Kolmogorov-Smirnov检验（KS检验）推断变化，将工作扩展到大数据框架。实验表明，该方法可以有效地检测变化。

著录项

来源
《IFAC PapersOnLine》 |2017年第1期|共6页
作者
Dongbin Zhao; Li Bu; Cesare Alippi; Qinglai Wei;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类自动化技术、计算机技术;
关键词

相似文献

外文文献
中文文献
专利

1. A Kolmogorov-Smirnov Test to Detect Changes in Stationarity in Big Data * * This work was supported in part by the National Natural Science Foundation of China under Grants No. 61573353, No.61533017, and No. 61603382. [J] . Dongbin Zhao, Li Bu, Cesare Alippi, IFAC PapersOnLine . 2017,第1期

机译：用于检测大数据中平稳性变化的Kolmogorov-Smirnov检验 * * 国家自然科学部分支持这项工作基金会编号：61573353、61533017和61603382的中国基金会。
2. Optimized all-optical control of single spin quantum dynamics in diamond * * This work is supported by the National Natural Science Foundation of China (Grants No. 61134008, No. 61374091, and No. 91221205). [J] . Qi-Ming Chen, Re-Bing Wu IFAC PapersOnLine . 2017,第1期

机译：钻石 * 的优化的全光学控制单自旋量子动力学ce：footnote id =“ fn1”> * 这项工作得到了国家自然科学基金的支持（第61134008号，第61374091号和第91221205号拨款）。
3. Quality-related Fault Detection Approaches Based on Data Preprocessing * * This work was supported by National Natural Science Foundations of China (No. 61503039, No. 61503040) [J] . Guang Wang, Jianfang Jiao, Shen Yin IFAC PapersOnLine . 2017,第1期

机译：基于数据预处理的与质量相关的故障检测方法 * * 这项工作得到了中国国家自然科学基金的资助（编号： 61503039，编号61503040）
4. Dynamic Simulation of Planetary Rovers with Terrain Property Mapping * Research supported by National Natural Science Foundation of China (Grant No. 61370033), National Basic Research Program of China (Grant No. 2013CB035502), Foundation for Innovative Re [C] . Huaiguang Yang, Liang Ding, Haibo Gao, IEEE International Conference on Robotics and Automation . 2018

机译：具有地形属性映射的行星漫游器的动态仿真*国家自然科学基金资助项目（授权号61370033），国家自然科学基金面上项目（资助号2013CB035502），创新研究基金会
5. Contested Domains of Science and Science Learning in Contemporary Native American Communities: Three Case Studies from a National Science Foundation grant titled, “Archaeology Pathways for Native Learners” [D] . Parent, Nancy Brossard 2012

机译：当代美国原住民社区中科学和科学学习领域的争议领域：来自国家科学基金会的三项案例研究，题为“面向土著学习者的考古学途径”
6. Progress of basic research in Parkinson’s disease in China: data mini-review from the National Natural Science Foundation [O] . Heqi Cao, Gang Chen, Erdan Dong 2013

机译：中国帕金森氏病基础研究的进展：国家自然科学基金会的数据迷你审查
7. SymposiumSubspecialty Certification: Current Status of Orthopaedic Subspecialty Certification* [O] . Keith H. Bridwell 2006

机译：Symposium 亚专业认证：矫形亚专业证书的当前状态 * / cross-ref>

A Kolmogorov-Smirnov Test to Detect Changes in Stationarity in Big Data * * This work was supported in part by the National Natural Science Foundation of China under Grants No. 61573353, No.61533017, and No. 61603382.

摘要

著录项

相似文献

相关主题

期刊订阅