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Validity and efficiency of the conformal CUSUM procedure

Year: 2024

Type: preprint

Abstract: In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2412.03464

Authors: Vovk, Vladimir, Nouretdinov, Ilia, Gammerman, Alex

Language: English

Topic: Advanced Statistical Process Monitoring

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4405090761

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