Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation.
Song LiuMakoto YamadaNigel CollierMasashi SugiyamaPublished in: SSPR/SPR (2012)
Keyphrases
- change point detection
- outlier detection
- density ratio estimation
- change point
- density ratio
- high dimensional time series
- normalized maximum likelihood
- data streams
- knowledge discovery
- detection algorithm
- sequential data
- data mining
- non stationary
- density estimation
- conditional density estimation
- information retrieval
- video sequences
- training data
- real world
- databases