2019/08/20 by Yixiao Li, Li, Yixiao, Gloria Lin +5
Computer Science · Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Control Systems Optimization #FOS: Computer and information sciences #FOS: Economics and business #Fault Detection and Control Systems #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Time Series Analysis and Forecasting #Trading and Market Microstructure (q-fin.TR) #cs.LG #q-fin.TR #stat.ML
paper · pdf · doi:10.48550/arxiv.1908.07136
11 pages
arxiv created 2019/08/20 · openalex publication_date 2019/08/20 · arxiv updated 2019/08/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.