{"title":"用于高维数据流变化检测的随机预测和Hotelling的T2统计","authors":"E. Skubalska-Rafajlowicz","doi":"10.2478/amcs-2013-0034","DOIUrl":null,"url":null,"abstract":"The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of Rn. We examine the random projection method using artificial noisy image sequences as examples.","PeriodicalId":253470,"journal":{"name":"International Journal of Applied Mathematics and Computer Sciences","volume":"82 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"12","resultStr":"{\"title\":\"Random projections and Hotelling’s T2 statistics for change detection in high-dimensional data streams\",\"authors\":\"E. Skubalska-Rafajlowicz\",\"doi\":\"10.2478/amcs-2013-0034\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of Rn. We examine the random projection method using artificial noisy image sequences as examples.\",\"PeriodicalId\":253470,\"journal\":{\"name\":\"International Journal of Applied Mathematics and Computer Sciences\",\"volume\":\"82 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"12\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Applied Mathematics and Computer Sciences\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2478/amcs-2013-0034\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Applied Mathematics and Computer Sciences","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2478/amcs-2013-0034","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Random projections and Hotelling’s T2 statistics for change detection in high-dimensional data streams
The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of Rn. We examine the random projection method using artificial noisy image sequences as examples.