Learning under concept drift: A review
Concept drift describes unforeseeable changes in the underlying distribution of streaming
data overtime. Concept drift research involves the development of methodologies and …
data overtime. Concept drift research involves the development of methodologies and …
A survey of methods for time series change point detection
Change points are abrupt variations in time series data. Such abrupt changes may represent
transitions that occur between states. Detection of change points is useful in modelling and …
transitions that occur between states. Detection of change points is useful in modelling and …
Deep variational graph convolutional recurrent network for multivariate time series anomaly detection
W Chen, L Tian, B Chen, L Dai… - … on machine learning, 2022 - proceedings.mlr.press
Anomaly detection within multivariate time series (MTS) is an essential task in both data
mining and service quality management. Many recent works on anomaly detection focus on …
mining and service quality management. Many recent works on anomaly detection focus on …
Time series change point detection with self-supervised contrastive predictive coding
Change Point Detection (CPD) methods identify the times associated with changes in the
trends and properties of time series data in order to describe the underlying behaviour of the …
trends and properties of time series data in order to describe the underlying behaviour of the …
Opprentice: Towards practical and automatic anomaly detection through machine learning
Closely monitoring service performance and detecting anomalies are critical for Internet-
based services. However, even though dozens of anomaly detectors have been proposed …
based services. However, even though dozens of anomaly detectors have been proposed …
Real-time change point detection with application to smart home time series data
Change Point Detection (CPD) is the problem of discovering time points at which the
behavior of a time series changes abruptly. In this paper, we present a novel real-time …
behavior of a time series changes abruptly. In this paper, we present a novel real-time …
Learning with Hilbert–Schmidt independence criterion: A review and new perspectives
T Wang, X Dai, Y Liu - Knowledge-based systems, 2021 - Elsevier
Abstract The Hilbert–Schmidt independence criterion (HSIC) was originally designed to
measure the statistical dependence of the distribution-based Hilbert space embedding in …
measure the statistical dependence of the distribution-based Hilbert space embedding in …
Syslog processing for switch failure diagnosis and prediction in datacenter networks
Syslogs on switches are a rich source of information for both post-mortem diagnosis and
proactive prediction of switch failures in a datacenter network. However, such information …
proactive prediction of switch failures in a datacenter network. However, such information …
Data-driven decision support under concept drift in streamed big data
Data-driven decision-making (D^ 3 D 3 M) is often confronted by the problem of uncertainty
or unknown dynamics in streaming data. To provide real-time accurate decision solutions …
or unknown dynamics in streaming data. To provide real-time accurate decision solutions …
Sdfvae: Static and dynamic factorized vae for anomaly detection of multivariate cdn kpis
Content Delivery Networks (CDNs) are critical for providing good user experience of cloud
services. CDN providers typically collect various multivariate Key Performance Indicators …
services. CDN providers typically collect various multivariate Key Performance Indicators …