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3 votes
1 answer
120 views

Algorithms/methods for detecting regime changes in data rates

I'm looking at multiple live data streams which I process on a daily basis and would like to monitor in real time. The way I did it at first was to introduce a somewhat arbitrary upper bound for ...
Palace Chan's user avatar
  • 1,003
1 vote
1 answer
330 views

Algorithm for selecting largest possible value, when observing online sequence of unknown distribution?

I have been trying to devise an algorithm for a problem that's been bugging me for a while. For some weird reason I haven't been able to find any mention of this problem in the literature, so far. I ...
Marcus C.'s user avatar
  • 143