155 citations · 185 across the 9 of their papers we have counts for
4 papers · 1 filter
Detecting an Intermittent Change of Unknown Duration
Grigory Sokolov, Valentin S. Spivak, Alexander G. Tartakovsky
Oftentimes in practice, the observed process changes statistical properties at an unknown point in time and the duration of a change is substantially finite, in which case one says…
Second-Order Asymptotic Optimality in Multisensor Sequential Change Detection
Georgios Fellouris, Grigory Sokolov
A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distr…
Optimal Design and Analysis of the Exponentially Weighted Moving Average Chart for Exponential Data
Aleksey S. Polunchenko, Grigory Sokolov, Alexander G. Tartakovsky
We study optimal design of the Exponentially Weighted Moving Average (EWMA) chart by a proper choice of the smoothing factor and the initial value (headstart) of the decision stati…
Efficient Computer Network Anomaly Detection by Changepoint Detection Methods
Alexander G. Tartakovsky, Aleksey S. Polunchenko, Grigory Sokolov
We consider the problem of efficient on-line anomaly detection in computer network traffic. The problem is approached statistically, as that of sequential (quickest) changepoint de…