{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/change-point-detection-in-time-series-data-by","title":"Change-Point Detection in Time-Series Data by Relative Density-Ratio Estimation","arxiv_id":"1203.0453","date":"2012-03-02","proceeding":null,"authors":["Song Liu","Makoto Yamada","Nigel Collier","Masashi Sugiyama"],"abstract":"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 based on non-parametric divergence estimation between time-series samples from 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, speech, and Twitter messages, we demonstrate the usefulness of the proposed method.","url_abs":"https://arxiv.org/abs/1203.0453v2","url_pdf":"https://arxiv.org/pdf/1203.0453v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"change-point-detection-in-time-series-data-by","repo_url":"https://github.com/anewgithubname/change_detection","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"change-point-detection","task_name":"Change Point Detection"},{"task_slug":"density-ratio-estimation","task_name":"Density Ratio Estimation"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1203.0453","atlas_url":"https://app.syntology.ai/?focus=1203.0453","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}