Paper Abstract and Keywords |
Presentation |
2011-11-10 15:45
Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation Song Liu, Makoto Yamada, Masashi Sugiyama (Tokyo Inst. of Tech.) IBISML2011-70 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
The objective of change-point detection is to discover abrupt property changes lying behind time series data. In this paper, we present a novel statistical change-point detection algorithm that is based on non-parametric divergence estimation between two retrospective segments. Our method uses the relative Pearson divergence as a divergence measure, and it is accurately and efficiently estimated by a method of direct density-ratio estimation. Through experiments on artificial and real-world datasets including human-activity sensing, speeches, and Twitter archives, we demonstrate the usefulness of the proposed method. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
change-point detection / distribution comparison / relative density-ratio estimation / kernel methods / time-series data / / / |
Reference Info. |
IEICE Tech. Rep., vol. 111, no. 275, IBISML2011-70, pp. 187-198, Nov. 2011. |
Paper # |
IBISML2011-70 |
Date of Issue |
2011-11-02 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2011-70 |
Conference Information |
Committee |
IBISML |
Conference Date |
2011-11-09 - 2011-11-11 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Nara Womens Univ. |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
The 14th IBIS workshop |
Paper Information |
Registration To |
IBISML |
Conference Code |
2011-11-IBISML |
Language |
English |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation |
Sub Title (in English) |
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Keyword(1) |
change-point detection |
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distribution comparison |
Keyword(3) |
relative density-ratio estimation |
Keyword(4) |
kernel methods |
Keyword(5) |
time-series data |
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1st Author's Name |
Song Liu |
1st Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
2nd Author's Name |
Makoto Yamada |
2nd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
3rd Author's Name |
Masashi Sugiyama |
3rd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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Speaker |
Author-1 |
Date Time |
2011-11-10 15:45:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2011-70 |
Volume (vol) |
vol.111 |
Number (no) |
no.275 |
Page |
pp.187-198 |
#Pages |
12 |
Date of Issue |
2011-11-02 (IBISML) |
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