October 9, 2023
Mary Ward House Conference and Exhibition Centre
Europe/London timezone
Workshop Registration will close at the end of Monday 2nd October

Poisson-FOCuS on SIGMA data

Oct 9, 2023, 2:25 PM
20m
Mary Ward House Conference and Exhibition Centre

Mary Ward House Conference and Exhibition Centre

London, UK

Speaker

Kes Ward

Description

The Poisson Functional Online Cumulative Sum (Poisson-FOCuS) method is a method for solving the likelihood ratio test of $\text{Poisson}( \lambda)$ null against $\text{Poisson}(\mu \lambda)$ alternative where $\mu > 1$, i.e. searching for an increase in count. This can be thought of as equivalent to testing all possible anomaly start points $\tau \leq T$ at each timestep $T$, giving a computationally efficient way to analyse count anomalies that occur over intervals of time. We run the Poisson-FOCuS method on SIGMA data, with an additional adjustment to remove anomaly tail traces, and report the results.

Primary author

Presentation materials