A Review of Changepoint Detection Models [article]

Yixiao Li, Gloria Lin, Thomas Lau, Ruochen Zeng
2019 arXiv   pre-print
The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next stage is to elaborate traditional and some alternative model-based changepoint detection algorithms. Finally, we try to go a bit further in the theory and look into future research directions.
arXiv:1908.07136v1 fatcat:yytucq6qbvbo5nh6vvp3te5wju