Change-point detection in time-series data by relative density-ratio estimation
From MaRDI portal
Publication:2510812
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
kernel methods; time-series data; change-point detection; distribution comparison; relative density-ratio estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
68T05: Learning and adaptive systems in artificial intelligence
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Uses Software
Cites Work
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