Data stream change detector

Abstract

A data stream change detector including a receiving module, a preprocessor module, a clustering module, a strangeness module, a p-value module, a martingale value determination module, comparison module, and an output module. The receiving module accepts new data vectors that originate from a sequence of data in a data stream. Preprocessor module preprocesses the new data vector using a filter. The clustering module clusters the new data vector with previously received data vectors. Strangeness module computes a strangeness value for each of the previously received data vectors. The p-value module calculates a p-value for the new data vector using the strangeness value. Martingale value determination module calculates a martingale value for the new data vector using the p-value. Comparison module compares the martingale value with a threshold value; and sets an indicator if a change if the martingale is greater than the threshold.