Non-parametric change point detection
US9692674B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | Dec 30, 2013 |
| Grant date | Jun 27, 2017 |
| Priority date | — |
| Expiry date | Nov 23, 2035 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH04L43/04
- WIPO fieldDigital communication
- WIPO sectorElectrical engineering
Abstract
Described herein are systems, mediums, and methods for simultaneously determining multiple types of changes in time series data. A plurality of potential change points may be selected in a signal representing the time series data. For each potential change point the signal may be a split into two segments including data points before and data points after the potential change point, respectively. Estimate of cumulative distribution function for each segment may be determined. A normalized difference of the respective estimates of cumulative distribution functions may be determined. The normalized difference may be compared to a threshold value to determine whether the potential change point qualifies as valid change point. The techniques discussed herein may determine at least two valid change points representing at least two different types of changes in the signal.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.