Generalization of change-point detection in time series data based on direct density ratio estimation.
Mikhail HushchynAndrey UstyuzhaninPublished in: J. Comput. Sci. (2021)
Keyphrases
- change point detection
- outlier detection
- density ratio estimation
- change point
- density ratio
- normalized maximum likelihood
- knowledge discovery
- detection algorithm
- high dimensional time series
- conditional density estimation
- data streams
- non stationary
- data mining
- density estimation
- sequential data
- machine learning
- sequential pattern mining
- least squares
- information retrieval