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Online detection of continuous changes in stochastic processes
2017
International Journal of Data Science and Analytics
We are concerned with detecting continuous changes in stochastic processes. In conventional studies on non-stationary stochastic processes, it is often assumed that changes occur abruptly. By contrast, we assume that they take place continuously. The proposed scheme consists of an efficient algorithm and rigorous theoretical analysis under the assumption of continuity. The contribution of this paper is as follows: We first propose a novel characterization of processes for continuous changes. We
doi:10.1007/s41060-017-0045-2
dblp:journals/ijdsa/MiyaguchiY17
fatcat:cj5e7bg73bbixm2cie5tnjbu6i