Sequential change-point detection based on direct density-ratio estimation

Statistical Analysis and Data Mining

Volumn 5, Issue 2, 2012, Pages 114-127

  Kawahara, Yoshinobu ^a   Sugiyama, Masashi ^b  

^a OSAKA UNIVERSITY   (Japan)

^b TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

Author keywords

Change point detection; Density ratio estimation; Time series data

Indexed keywords

CHANGE DETECTION; MAXIMUM LIKELIHOOD ESTIMATION; TIME SERIES;

CHANGE POINT DETECTION; DATA CHANGE; DENSITY-RATIO ESTIMATIONS; NONPARAMETRIC APPROACHES; PROBABILITY DENSITIES; PROPERTY; REAL-WORLD PROBLEM; SEQUENTIAL CHANGES; TIME POINTS; TIME-SERIES DATA;

DATA MINING;

EID: 84858312965     PISSN: 19321872     EISSN: 19321864     Source Type: Journal    
DOI: 10.1002/sam.10124     Document Type: Article

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