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A System and Method for Automatic Change Point Identification in Data Streams using Wavelet Transform Filters

IP.com Disclosure Number: IPCOM000029113D
Original Publication Date: 2004-Jun-16
Included in the Prior Art Database: 2004-Jun-16

Publishing Venue

IBM

Abstract

There is a need for fast (real-time), reliable identification of changepoints in data streams with low-cost hardware requirements. Current methods are too expensive. This article describes a system consisting of a series of wavelet-based filters and with automatic normalization and thresholding to identify changepoints in (possibly noisy) data. The method for identifying changepoints used in the system is competitively accurate, faster (computationally less expensive) than currently available methods and has very little hardware requirements.