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A Review of Changepoint Detection Models

20 August 2019
Yixiao Li
Gloria Lin
Thomas Lau
Ruochen Zeng
    AI4TS
ArXiv (abs)PDFHTML
Abstract

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.

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