Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation
Song LiuMakoto YamadaNigel CollierMasashi SugiyamaPublished in: CoRR (2012)
Keyphrases
- change point detection
- outlier detection
- density ratio estimation
- change point
- density ratio
- detection algorithm
- normalized maximum likelihood
- knowledge discovery
- high dimensional time series
- sequential data
- data streams
- conditional density estimation
- data mining
- density estimation
- active learning
- non stationary
- video sequences
- machine learning