High-dimensional surveillance

Many systems (manufacturing, environmental, health, etc.) generate counts (or rates) of events that are monitored to detect changes. Modern data complements event counts with many additional measurements (such as geographic, demographic, and others) that comprise high-dimensional attributes. This leads to an important challenge to detect a change that only occurs within a region, initially unspecified, defined by these attributes and current methods to handle the attribute information are challenged by high-dimensional data. Our approach transforms the problem to supervised learning, so that properties of an appropriate learner can be described. Rather than error rates, we generate a signal (of a system change) from an appropriate feature selection algorithm. A measure of statistical significance is included to control false alarms. Results on simulated examples are provided.