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Title: DRUM: A Real Time Detector for Regime Shifts in Data Streams via an Unsupervised, Multivariate Framework
In this work we present DRUM, an unsupervised approach that is based on statistical properties of multivariate data streams to identify regime shifts in real time. DRUM processes streams in small chunks, learns their statistical properties, and makes generalizations as time goes by. We show how this straightforward approach requires minimal computation and reaches state of the art accuracy, making it ideal for embedded and cyber physical systems.  more » « less
Award ID(s):
1757207
PAR ID:
10462095
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Lecture notes in computer science
ISSN:
0302-9743
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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