A method for predicting a change-point in continuous time-series data by computer includes accepting an input of continuous time-series data in past w periods; and determining whether or not a change-point in time-series appears in future k periods; wherein determining further includes determining, by a plurality of preliminary classifiers on the basis of the continuous time-series data in the past w periods and their respective preliminary classification rules, whether or not the change-point appears in future (k+i) periods, where i=0, 1, . . . , m; and determining, by a secondary classifier on the basis of determinations made by the plurality of preliminary classifiers and a secondary classification rule, whether or not the change-point appears in future c periods.
Predicting change-points in continuous time-series data using two classifier stages
2016-03-29
Patent
Elektronische Ressource
Englisch
IPC: | G06N COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS , Rechnersysteme, basierend auf spezifischen Rechenmodellen / B60W CONJOINT CONTROL OF VEHICLE SUB-UNITS OF DIFFERENT TYPE OR DIFFERENT FUNCTION , Gemeinsame Steuerung oder Regelung von Fahrzeug-Unteraggregaten verschiedenen Typs oder verschiedener Funktion / F02D CONTROLLING COMBUSTION ENGINES , Steuern oder Regeln von Brennkraftmaschinen |
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