Combining univariate approaches for ensemble change detection in multivariate data
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- wfjrlkif18_preprint
Accepted author manuscript, 4.69 MB, PDF document
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 language | English |
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Pages (from-to) | 202-214 |
Number of pages | 13 |
Journal | Information Fusion |
Volume | 45 |
Early online date | 13 Feb 2018 |
Publication status | Published - 1 Jan 2019 |
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