BLPA: Bayesian learn-predict-adjust method for online detection of recurrent changepoints

Alexandr Maslov, Mykola Pechenizkiy, Yulong Pel, Indre Zliobaite, Alexander Shklyaev, Tommi Karkkainen, Jaakko Hollmen

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussaConference contributionScientificvertaisarvioitu

2 Sitaatiot (Scopus)

Abstrakti

Online changepoint detection is an important task for machine learning in changing environments, as it signals when the learning model needs to be updated. Presence of noise that can be mistaken for real changes makes it difficult to develop an effective approach that would have a low false alarm rate and being able to detect all the changes with a minimal delay. In this paper we study how performance of popular Bayesian online detectors can be improved in case of recurrent changes. Modelling recurrence allows us to anticipate future changepoints and predict their locations in time. We propose an approach for inducing and integrating recurrence information in the streaming settings, and demonstrate its effectiveness on synthetic and real-world human activity datasets.

AlkuperäiskieliEnglanti
Otsikko2017 International Joint Conference on Neural Networks, IJCNN 2017 - Proceedings
KustantajaIEEE
Sivut1916-1923
Sivumäärä8
ISBN (elektroninen)9781509061815
DOI - pysyväislinkit
TilaJulkaistu - 30 kesäkuuta 2017
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaInternational Joint Conference on Neural Networks - Anchorage, Yhdysvallat
Kesto: 14 toukokuuta 201719 toukokuuta 2017

Julkaisusarja

NimiProceedings of International Joint Conference on Neural Networks
KustantajaInstitute of Electrical and Electronic Engineers
ISSN (painettu)2161-4393
ISSN (elektroninen)2161-4407

Conference

ConferenceInternational Joint Conference on Neural Networks
LyhennettäIJCNN
MaaYhdysvallat
KaupunkiAnchorage
Ajanjakso14/05/201719/05/2017

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  • Siteeraa tätä

    Maslov, A., Pechenizkiy, M., Pel, Y., Zliobaite, I., Shklyaev, A., Karkkainen, T., & Hollmen, J. (2017). BLPA: Bayesian learn-predict-adjust method for online detection of recurrent changepoints. teoksessa 2017 International Joint Conference on Neural Networks, IJCNN 2017 - Proceedings (Sivut 1916-1923). [7966085] (Proceedings of International Joint Conference on Neural Networks). IEEE. https://doi.org/10.1109/IJCNN.2017.7966085