International Journal of applied mathematics and computer science

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Paper details

Number 2 - June 2013
Volume 23 - 2013

Random projections and Hotelling’s T2 statistics for change detection in high-dimensional data streams

Ewa Skubalska-Rafajłowicz

The method of change (or anomaly) detection in high-dimensional discrete-time processes using a multivariate Hotelling chart is presented. We use normal random projections as a method of dimensionality reduction. We indicate diagnostic properties of the Hotelling control chart applied to data projected onto a random subspace of ℝn. We examine the random projection method using artificial noisy image sequences as examples.

change detection, multidimensional control charts, dimensionality reduction, random projections, process monitoring