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RSS FeedsEntropy, Vol. 21, Pages 1134: Detecting Metachanges in Data Streams from the Viewpoint of the MDL Principle (Entropy)


20 november 2019 18:03:49

Entropy, Vol. 21, Pages 1134: Detecting Metachanges in Data Streams from the Viewpoint of the MDL Principle (Entropy)

This paper addresses the issue of how we can detect changes of changes, which we call metachanges, in data streams. A metachange refers to a change in patterns of when and how changes occur, referred to as “metachanges along time” and “metachanges along state”, respectively. Metachanges along time mean that the intervals between change points significantly vary, whereas metachanges along state mean that the magnitude of changes varies. It is practically important to detect metachanges because they may be early warning signals of important events. This paper introduces a novel notion of metachange statistics as a measure of the degree of a metachange. The key idea is to integrate metachanges along both time and state in terms of “code length” according to the minimum description length (MDL) principle. We develop an online metachange detection algorithm (MCD) based on the statistics to apply it to a data stream. With synthetic datasets, we demonstrated that MCD detects metachanges earlier and more accurately than existing methods. With real datasets, we demonstrated that MCD can lead to the discovery of important events that might be overlooked by conventional change detection methods.

82 viewsCategory: Informatics, Physics
Entropy, Vol. 21, Pages 1131: Measurement Based Quantum Heat Engine with Coupled Working Medium (Entropy)
Entropy, Vol. 21, Pages 1133: Depolarizing Channel Mismatch and Estimation Protocols for Quantum Turbo Codes (Entropy)
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