PREDICTING CHANGE-POINTS IN CONTINUOUS TIME-SERIES DATA
First Claim
1. A method for predicting a change-point in continuous time-series data by computer, the method comprising:
- 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 by;
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.
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Abstract
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.
15 Citations
13 Claims
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1. A method for predicting a change-point in continuous time-series data by computer, the method comprising:
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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 by; 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. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)
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13. A computer predicting a change-point in continuous time-series data, the computer comprising:
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means for accepting an input of continuous time-series data in past w periods; and means for determining whether or not a change-point in time-series appears in future k periods; wherein the means for determining further comprises; a plurality of preliminary classifiers determining, 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 a secondary classifier determining, on the basis of determinations made by the plurality of preliminary classifiers and a secondary classification rule, whether or not the change-point appear in future c periods.
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Specification