Combining univariate approaches for ensemble change detection in multivariate data

Research output: Contribution to journalArticlepeer-review

Electronic versions

Documents

Detecting change in multivariate data is a challenging problem, especially when class labels are not available. There is a large body of research on univariate change detection, notably in control charts developed originally for engineering applications. We evaluate univariate change detection approaches —including those in the MOA framework — built into ensembles where each member observes a feature in the input space of an unsupervised change detection problem. We present a comparison between the ensemble combinations and three established ‘pure’ multivariate approaches over 96 data sets, and a case study on the KDD Cup 1999 network intrusion detection dataset. We found that ensemble combination of univariate methods consistently outperformed multivariate methods on the four experimental metrics.
Original languageEnglish
Pages (from-to)202-214
Number of pages13
JournalInformation Fusion
Volume45
Early online date13 Feb 2018
Publication statusPublished - 1 Jan 2019

Total downloads

No data available
View graph of relations