online monitoring of small or large scale systems

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josef...@gmail.com

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Aug 3, 2015, 5:44:43 AM8/3/15
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Where's the data?
Where are the algorithms?
Where is the code?


Josef
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rtem...@gmail.com

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Aug 3, 2015, 9:32:36 AM8/3/15
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Do you mean something like this? https://github.com/joshday/OnlineStats.jl 

josef...@gmail.com

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Aug 3, 2015, 9:53:31 AM8/3/15
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On Mon, Aug 3, 2015 at 9:32 AM, <rtem...@gmail.com> wrote:
Do you mean something like this? https://github.com/joshday/OnlineStats.jl 

Only partially, more like traditional control charts, but with outlier/event detection, multiple testing comparisons if many signals are observed. Time series with structural breaks to identify detection limits, and so on.

I've seen a few applications mentioned and browsed some abstracts, but never looked more closely. Also, I don't know of any good datasets to experiment with.

Josef
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