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Detecting Metachanges in Data Streams from the Viewpoint of the MDL Principle

Shintaro Fukushima, Kenji Yamanishi
2019 Entropy  
This paper addresses the issue of how we can detect changes of changes, which we call metachanges, in data streams.  ...  The key idea is to integrate metachanges along both time and state in terms of "code length" according to the minimum description length (MDL) principle.  ...  The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.  ... 
doi:10.3390/e21121134 fatcat:ok5x37tlurgblav6vletpvic2y