Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 478
Online Abrupt Change Detection in the Presence of Unknown Parameters
Zakariae Drabech, Mohammed Douimi, El Moukhtar Zemmouri
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 31, 2022
March 03, 2396
April 15, 2396

Abstract: The detection of abrupt changes in the properties of a data sequence has a wide range of applications such as in robotics, finance, and data mining. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time. Further, the parameters of both the pre-and post-change distributions may be unknown. In this paper, we propose an improved scan statistic of the two-sample t-statistic, under the assumption that the observations follow a normal distribution. The key idea of our algorithm is to estimate the ...