论文标题
检测单个变更点
Detecting A Single Change-point
论文作者
论文摘要
本章概述了一些关于检测和估计单个更改位置的工作。我们首先考虑最常见的更改点问题,即检测平均值的变化,然后再查看扩展以检测其他类型的变化。检测单个变更点的问题的直觉有助于理解检测多个更改的方法。
This chapter overviews some of the work on detecting and estimating the location of a single change. We first consider the most common change-point problem, namely that of detecting a change in mean, before looking at extensions to detecting other types of change. The intuition from the problem of detecting a single change-point is helpful for understanding the variety of methods for detecting multiple changes.