Change-point detection in time-series data by relative density-ratio estimation
نویسندگان
چکیده
منابع مشابه
Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation
The objective of change-point detection is to discover abrupt property changes lying behind time-series data. In this paper, we present a novel statistical change-point detection algorithm based on non-parametric divergence estimation between time-series samples from two retrospective segments. Our method uses the relative Pearson divergence as a divergence measure, and it is accurately and eff...
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ژورنال
عنوان ژورنال: Neural Networks
سال: 2013
ISSN: 0893-6080
DOI: 10.1016/j.neunet.2013.01.012