International Journal of applied mathematics and computer science

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Paper details

Number 2 - June 2013
Volume 23 - 2013

Random projections and Hotelling’s T2 statistics for change detection in high-dimensional data streams

Ewa Skubalska-Rafajłowicz

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.

Keywords
change detection, multidimensional control charts, dimensionality reduction, random projections, process monitoring

DOI
10.2478/amcs-2013-0034