1 / 1

Problem: How to monitor Multiple signals in real time and extract global indicators

Problem: How to monitor Multiple signals in real time and extract global indicators from multiple distributions?. Solution: Track dominance norms on the stream. Applications: Monitoring IP networks, electrical grids, Financial markets, etc. Stable distributions have property that

red
Download Presentation

Problem: How to monitor Multiple signals in real time and extract global indicators

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Problem: How to monitor Multiple signals in real time and extract global indicators from multiple distributions? Solution: Track dominance norms on the stream. Applications: Monitoring IP networks, electrical grids, Financial markets, etc. Stable distributions have property that a1X1+a2X2+ … anXn = ||(a1, a2, … , an)||pX if X1 … Xnare stable with stability parameter p (1-e)Dom(S) £median(|z|p)£ (1+e)Dom(S) median(|X|p) Result: small space, fast algorithm for real time tracking of dominance norms. Cormode,Muthukrishnan ‘03

More Related