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Combining univariate approaches for ensemble change detection in multivariate data Faithfull, William J. . Rodríguez Diez, Juan José Kuncheva, Ludmila I. . Computer science Informática Detecting change in multivariate data is a challenging problem, especially when class labels are not available. There is a large body of research on univariate change detection, notably in control charts developed originally for engineering applications. We evaluate univariate change detection approaches —including those in the MOA framework — built into ensembles where each member observes a feature in the input space of an unsupervised change detection problem. We present a comparison between the ensemble combinations and three established ‘pure’ multivariate approaches over 96 data sets, and a case study on the KDD Cup 1999 network intrusion detection dataset. We found that ensemble combination of univariate methods consistently outperformed multivariate methods on the four experimental metrics. project RPG-2015-188 funded by The Leverhulme Trust, UK; Spanish Ministry of Economy and Competitiveness through project TIN 2015-67534-P and the Spanish Ministry of Education, Culture and Sport through Mobility Grant PRX16/00495. The 96 datasets were originally curated for use in the work of Fernández-Delgado et al. [53] and accessed from the personal web page of the author5. The KDD Cup 1999 dataset used in the case study was accessed from the UCI Machine Learning Repository [10] 2018-03-09T08:42:32Z 2019-01 2021-01 info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion 1566-2535 http://hdl.handle.net/10259/4749 10.1016/j.inffus.2018.02.003 eng Information Fusion. 2019, V. 45, p. 202-214 https://doi.org/10.1016/j.inffus.2018.02.003 info:eu-repo/grantAgreement/Leverhulme Trust/RPG-2015-188 info:eu-repo/grantAgreement/MINECO/TIN 2015-67534-P Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess application/pdf Elsevier https://riubu.ubu.es/bitstream/10259/4749/7/Faithfull-IF_2019.pdf.jpg Hispana TEXT http://creativecommons.org/licenses/by-nc-nd/4.0/ RIUBU. Repositorio Institucional de la Universidad de Burgos http://hdl.handle.net/10259/4749