一种高维数据流的稳健监控方法

Robust monitoring method of high-dimensional data streams

基于高维数据流在实时检测问题中的重要性,将EWMA统计量与拟合优度检验及异质混合物检验相结合,提出一种监控高维数据流的新方法。经过大量模拟和研究发现,该方法不仅实用,且监控比较稳健。

Based on the importance of high-dimensional data streams in real-time detection, in this paper, we will connect the heterogenous mixture detection, goodness-of-fit and the EWMA control chart, and then use the new method to monitor the high-dimensional data streams. Through the lots of simulations and studies, the monitoring is not only practical but also robust.