Sequential change-point detection based on direct density-ratio estimation.
Yoshinobu KawaharaMasashi SugiyamaPublished in: Stat. Anal. Data Min. (2012)
Keyphrases
- change point detection
- outlier detection
- density ratio estimation
- change point
- sequential data
- density ratio
- detection algorithm
- normalized maximum likelihood
- knowledge discovery
- high dimensional time series
- data streams
- data mining
- density estimation
- least squares
- non stationary
- conditional density estimation
- feature extraction
- pattern discovery
- support vector
- data sets