draxus/online-shutdown-identification

Implementation of several multi-sensor change-point detection methods in Matlab code.

About this code

This code was used for the experimental section of the following paper:

• Manuel Martin Salvador, Bogdan Gabrys, Indrė Žliobaitė, Online Detection of Shutdown Periods in Chemical Plants: A Case Study, Procedia Computer Science, Volume 35, 2014, Pages 580-588, ISSN 1877-0509, http://dx.doi.org/10.1016/j.procs.2014.08.139. (http://www.sciencedirect.com/science/article/pii/S1877050914011041) Keywords: change-point detection; online detection; shutdown periods; data streams; case study

I apologize about code structure and cleaning. If you are intended to use this code and have any question, please don't hesitate to contact me.

Author

Manuel Martin Salvador [email protected] Bournemouth University, UK

License

This code is licensed under LGPL v3. Please, check the LICENSE file for more information.

References

• Tartakovsky, A. & Veeravalli, V., 2008. Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems. Sequential Analysis, 27(4), pp.441–475

• Mei, Y., 2010. Efficient scalable schemes for monitoring a large number of data streams. Biometrika, 97(2), pp.419–433

• Xie, Y. & Siegmund, D., 2013. Sequential multi-sensor change-point detection. The Annals of Statistics, 41(2), pp.670–692

• Zamba, K.D. & Hawkins, D.M., 2006. A Multivariate Change-Point Model for Statistical Process Control. Technometrics, 48(4), pp.539–549.