Change-point detection in time-series data by relative density-ratio estimation

DOI10.1016/j.neunet.2013.01.012zbMath1367.62259arXiv1203.0453WikidataQ30600345 ScholiaQ30600345MaRDI QIDQ2510812

Nigel Collier, Makoto Yamada, Song Liu, Masashi Sugiyama

Publication date: 4 August 2014

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0453

zbMATH Keywords

kernel methods; time-series data; change-point detection; distribution comparison; relative density-ratio estimation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

68T05: Learning and adaptive systems in artificial intelligence

Related Items

Unnamed Item, Bias Reduction and Metric Learning for Nearest-Neighbor Estimation of Kullback-Leibler Divergence, Scan B-statistic for kernel change-point detection, Density-Difference Estimation, Direct Density Derivative Estimation, Direct Learning of Sparse Changes in Markov Networks by Density Ratio Estimation, Intrinsic Mode Function Selection and Statistical Information Analysis for Bearing Ball Fault Detection, Data-adaptive symmetric CUSUM for sequential change detection, Optimal nonparametric change point analysis, A comprehensive and systematic look up into deep learning based object detection techniques: a review

Uses Software

• bootstrap

Cites Work

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