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Change detection design for low false alarm rates. threshold (1997)

by F Gustafsson, J Palmqvist
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NUTEK’s Competence Center ISIS Information Systems for Industrial Control and Supervision

by unknown authors
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...eported in [24] and [26]. A particular problem here, specific for navigation applications, is to tune the test to get an extremely low false alarm rate. A new approach to this problem is presented in =-=[15]-=-. Jan Palmqvist left LiTH shortly after defending his licentiate thesis and is since then head of the navigation department at SAAB Military Aircraft. In this capacity he continues the navigation acti...

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by Reg Nr Lith-isy-ex, Linköpings Universitet , 2002
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Automated Change Detection and Reactive Clustering in Multivariate Streaming Data

by Dang-hoan Tran
"... Abstract. Many automated systems need the capability of automatic change detection without the given detection threshold. This paper presents an automated change detection algorithm in streaming mul-tivariate data. Two overlapping windows are used to quantify the changes. While a win-dow is used as ..."
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Abstract. Many automated systems need the capability of automatic change detection without the given detection threshold. This paper presents an automated change detection algorithm in streaming mul-tivariate data. Two overlapping windows are used to quantify the changes. While a win-dow is used as the reference window from which the clustering is created, the other called the current window captures the newly incoming data points. A newly incoming data point can be considered a change point if it is not a member of any cluster. As our clustering-based change detector does not require detection threshold, it is an automated detector. Based on this change detector, we propose a reactive clustering algorithm for streaming data. Our empirical results show that, our clustering-based change detector works well with multivariate streaming data. The detection accuracy depends on the number of clusters in the reference window, the window width. 1
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...ds so that the rate of false alarms is not greater than a given rate of false alarms. Gustafson and Palmquist deal with the problem of automated tuning of change detectors with given false alarm rate =-=[9]-=-. Their approach computes the detection threshold by estimating a parametric distribution. The advantage of this method is that they can predict detection threshold with no or few false alarms from th...

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