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Education and Innovation in Embedded Systems Design

USI Università della Svizzera italiana, USI Faculty of Informatics, Advanced Learning and Research Institute USI Università della Svizzera italiana USI Faculty of Informatics USI Advanced Learning and Research Institute
TitleCCM: Controlling the Change Magnitude in High Dimensional Data
Publication TypeConference Proceedings
Year of Conference2016
AuthorsAlippi, C., G. Boracchi, and D. Carrera
Conference NameIn Proceedings of the 2nd INNS Conference on Big Data 2016 (INNS Big Data 2016)
Date Published10/2016
Conference LocationThessaloniki, Greece

Change-detection algorithms are often tested on real-world datasets where changes are synthetically introduced. While this common practice allows generating multiple datasets to obtain stable performance measures, it is often quite arbitrary since the change magnitude is seldom controlled. Thus, experiments { in particular those on multivariate and high-dimensional data. We here present a rigorous framework for introducing changes having a controlled magnitude in multivariate datasets. In particular, we introduce changes by directly roto-translating the data, and we measure the change magnitude by the symmetric
Kullback-Leibler divergence between pre- ad post-change distributions. We present an iterative algorithm that identities the roto-translation parameters yielding the desired change magnitude, and we prove its convergence analytically. We also illustrate our MATLAB framework that introduces changes having a controlled magnitude in real-world datasets, which is made publicly available for download.