Streaming changepoint detection for transition matrices

DOI10.1007/s10618-021-00747-7zbMath1478.62228OpenAlexW3152854342MaRDI QIDQ2036764

Niall M. Adams, Joshua Plasse, Henrique Hoeltgebaum

Publication date: 30 June 2021

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10618-021-00747-7

zbMATH Keywords

Markov chainmoment matchingforgetting factorcontinuous monitoringADEPT-M

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

Uses Software

• changepoint
• Scikit-multiflow

Cites Work

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