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A communication-efficient, online changepoint detection method for monitoring distributed sensor networks

Research output: Contribution to Journal/MagazineJournal articlepeer-review

E-pub ahead of print
Article number115
<mark>Journal publication date</mark>30/06/2024
<mark>Journal</mark>Statistics and Computing
Issue number3
Volume34
Publication StatusE-pub ahead of print
Early online date14/04/24
<mark>Original language</mark>English

Abstract

We consider the challenge of efficiently detecting changes within a network of sensors, where we also need to minimise communication between sensors and the cloud. We propose an online, communication-efficient method to detect such changes. The procedure works by performing likelihood ratio tests at each time point, and two thresholds are chosen to filter unimportant test statistics and make decisions based on the aggregated test statistics respectively. We provide asymptotic theory concerning consistency and the asymptotic distribution if there are no changes. Simulation results suggest that our method can achieve similar performance to the idealised setting, where we have no constraints on communication between sensors, but substantially reduce the transmission costs.