Abstract
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of applications. This survey starts with the basics of sequential change detection, and then moves on to generalizations and extensions of sequential change detection theory and methods. We also discuss some new dimensions that emerge at the intersection of sequential change detection with other areas, along with a selection of modern applications and remarks on open questions.
| Original language | English (US) |
|---|---|
| Article number | 9403387 |
| Pages (from-to) | 494-514 |
| Number of pages | 21 |
| Journal | IEEE Journal on Selected Areas in Information Theory |
| Volume | 2 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jun 2021 |
| Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2020 IEEE.
Keywords
- change point detection
- network applications
- Sequential analysis
- sequential detection
- time series