By Topic

A Martingale Framework for Detecting Changes in Data Streams by Testing Exchangeability

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Shen-Shyang Ho ; Center for Automated Res., Univ. of Maryland, College Park, MD, USA ; Wechsler, H.

In a data streaming setting, data points are observed sequentially. The data generating model may change as the data are streaming. In this paper, we propose detecting this change in data streams by testing the exchangeability property of the observed data. Our martingale approach is an efficient, nonparametric, one-pass algorithm that is effective on the classification, cluster, and regression data generating models. Experimental results show the feasibility and effectiveness of the martingale methodology in detecting changes in the data generating model for time-varying data streams. Moreover, we also show that: (1) An adaptive support vector machine (SVM) utilizing the martingale methodology compares favorably against an adaptive SVM utilizing a sliding window, and (2) a multiple martingale video-shot change detector compares favorably against standard shot-change detection algorithms.

Published in:

Pattern Analysis and Machine Intelligence, IEEE Transactions on  (Volume:32 ,  Issue: 12 )