A Review of Changepoint Detection Models
arXiv:1908.07136v17 citations
AI Analysis
This is an incremental review paper for researchers in time-series analysis.
This paper reviews changepoint detection models for identifying abrupt property changes in time-series data, summarizing definitions, traditional and alternative algorithms, and future research directions.
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.