Change-point detection in time-series data by relative density-ratio estimation.
Song LiuMakoto YamadaNigel CollierMasashi SugiyamaPublished in: Neural Networks (2013)
Keyphrases
- change point detection
- outlier detection
- density ratio estimation
- change point
- density ratio
- normalized maximum likelihood
- knowledge discovery
- high dimensional time series
- data streams
- sequential data
- data mining
- detection algorithm
- non stationary
- conditional density estimation
- image processing
- machine learning
- real world
- cross domain
- data mining techniques
- data points
- spatio temporal
- computer vision