EWMA model based shift-detection methods for detecting covariate shifts in non-stationary environments
The main focus is on the covariate shift-detection tests based on EWMA. In univariate shift-detection test, getting the excessive false-alarms is an issue. The issue of false-alarms has been handled by a novel two-stage structure test. A multivariate formulation for the covariate shift-detection is also presented. The proposed methods are superior in accuracy and reducing the false-alarms.
ewma covariate shift non-stationary environments dataset shift-detection