Sequential change‐point detection based on direct density‐ratio estimation

Statistical Analysis and Data Mining

Masashi Sugiyama¹  Yoshinobu Kawahara² 

[1] Department of Computer Science, Tokyo Institute of Technology, Tokyo, Japan;The Institute of Scientific and Industrial Research (ISIR), Osaka University, Osaka, Japan

关键词: change‐;    point detection;    density‐;    ratio estimation;    time‐;    series data;   

DOI  :  10.1002/sam.10124

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

Unknown