Corpus ID: 235458546

Interactive Change Point Detection using optimisation approach and Bayesian statistics applied to real world applications

@article{Gedda2021InteractiveCP,
  title={Interactive Change Point Detection using optimisation approach and Bayesian statistics applied to real world applications},
  author={Rebecca Gedda and Larisa Beilina and Ruomu Tan},
  journal={ArXiv},
  year={2021},
  volume={abs/2106.09691}
}
Change point detection becomes more and more important as datasets increase in size, where unsupervised detection algorithms can help users process data. To detect change points, a number of unsupervised algorithms have been developed which are based on different principles. One approach is to define an optimisation problem and minimise a cost function along with a penalty function. In the optimisation approach, the choice of the cost function affects the predictions made by the algorithm. In… Expand

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