System and method for changepoint detection in streaming data
US11907227B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Feb 2, 2022 |
| Grant date | Feb 20, 2024 |
| Priority date | — |
| Expiry date | Feb 2, 2042 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q10/1053
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A computerized method is disclosed including operations of receiving a data stream, performing a changepoint detection resulting in a detection of changepoints in the data stream including: maintaining a listing of starting indices for each run within the data stream in a buffer of size L wherein each index of the listing has a run length probability representing a likelihood of being a changepoint, receiving a new data point within the data stream and adding a new index to the buffer resulting in the buffer having size L+1, calculating a posterior run length probability that the new data point is a changepoint, and removing an index from the listing that has a lowest run length probability thereby returning the buffer to size L, and responsive to determining the index removed from the listing does not correspond to the new data point, identifying a changepoint associated with the new data point.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.