Performs change detection on a single dimension of the incoming data stream. A change is detected if the cumulative deviation from the mean exceeds a certain threshold. This implementation tracks the mean and the standard deviation using Welford's algorithm, which is well suited for data streams.
The cusum processor requires a data stream that has at least one field containing a numerical value.
Specify the dimension of the data stream (e.g. the temperature) on which to perform change detection.
kk controls the sensitivity of the change detector. Its unit are standard deviations. For an observation x_n, the Cusum value is S_n = max(0, S_{n-1} - z-score(x_n) - k). Thus, the cusum-score S icnreases if S_{n-1} - z-score(x_n) > k.
hThe alarm theshold in standard deviations. An alarm occurs if S_n > h
This processor outputs the original data stream plus
cusumLow: The cusum value for negative changescusumHigh: The cusum value for positive changeschangeDetectedLow: Boolean indicating if a negative change was detectedchangeDetectedHigh: Boolean indicating if a positive change was detected