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Non-parametric change point detection

  • US 9,692,674 B1
  • Filed: 12/30/2013
  • Issued: 06/27/2017
  • Est. Priority Date: 12/30/2013
  • Status: Active Grant
First Claim
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1. A computer-implemented method for determining change points in network traffic data based on evaluating time-series data associated with the network traffic data, the method comprising:

  • receiving, by a computing device over a network connection, a signal that identifies magnitudes of the network traffic data on a network over time;

    selecting, using the computing device, a first potential change point in the signal;

    identifying, using the computing device, a first portion of the signal incorporating data points before the first potential change point;

    determining, using the computing device, a first cumulative distribution function estimate for the first portion of the signal;

    identifying, using the computing device, a second portion of the signal incorporating data points after the first potential change point;

    determining, using the computing device, a second cumulative distribution function estimate for the second portion of the signal;

    determining, using the computing device, a normalized difference of the first and second cumulative distribution function estimates of the respective first and second portions of the signal; and

    determining, using the computing device, whether the first potential change point qualifies as a valid data traffic magnitude change point based on the normalized difference.

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