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On-Line Monitoring of Multiple Data Streams
【2014.3.21 10:00-11:00am,S709】

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 2014-3-10 

  Colloquia & Seminars 

  Speaker

 邹长亮(教授),南开大学

  Title

     On-Line Monitoring of Multiple Data Streams             

  Time

  2014.3.21 10:00-11:00am                                       

  Venue

  S709 

  Abstract

 Monitoring high-dimensional data streams has become increasingly important for real-time detection of abnormal activities in many data-rich applications. In this talk, I will give a brief discussion on recent work from the following aspects: i) develop an efficient global monitoring procedure when we do not know which subset of data streams is affected by an occurring event; ii) suggest a procedure which is able to control the conditional false discovery rate at each time point when our focus is detecting changes in each individual data stream; iii) propose a distribution-free detection scheme in the sense that its in-control run-length distribution is free of the underlying distribution.

  Affiliation

 

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