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Activity Number: 249
Type: Contributed
Date/Time: Tuesday, July 31, 2007 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #309814
Title: Statistical Approaches to Mining Multivariate Datastreams
Author(s): Eric Vance*+
Companies: Duke University
Address: 114 Old Chemistry Building, Durham, NC, 27708,
Keywords: data streams ; depth-based partitioning ; multivariate histograms ; Mahalanobis distance
Abstract:

Datastreams are fast moving, rapidly accumulating sequences of data that are a predominant source of information today. Monitoring these datastreams for anomalous behavior faces special challenges---rapid rate of accumulation; massive size and complexity; and brief access to the raw data. An effective strategy to address these issues is to first partition the attribute space into meaningful classes, and then use the class-summaries to analyze the streams further. In the context of two real-life applications we discuss a variety of data partitioning schemes and compare their performance in answering a fundamental question in the analysis of datastreams: Has the statistical behavior of the datastream changed? If so, in what way?


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Revised September, 2007