BLPA: Bayesian learn-predict-adjust method for online detection of recurrent changepoints

A. Maslov, M. Pechenizkiy, Y. Pei, I. Zliobaite, A. Shklyaev, T. Karkkainen, J. Hollmen

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2 Citations (Scopus)

Abstract

Online changepoint detection is an important task for machine learning in changing environments, as it signals when the learning model needs to be updated. Presence of noise that can be mistaken for real changes makes it difficult to develop an effective approach that would have a low false alarm rate and being able to detect all the changes with a minimal delay. In this paper we study how performance of popular Bayesian online detectors can be improved in case of recurrent changes. Modelling recurrence allows us to anticipate future changepoints and predict their locations in time. We propose an approach for inducing and integrating recurrence information in the streaming settings, and demonstrate its effectiveness on synthetic and real-world human activity datasets.

Original languageEnglish
Title of host publication2017 International Joint Conference on Neural Networks (IJCNN), 14-19 May 2017, Anchorage, Arkansas
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages1916-1923
Number of pages8
ISBN (Electronic)978-1-5090-6182-2
ISBN (Print)978-1-5090-6183-9
DOIs
Publication statusPublished - 30 Jun 2017
Event2017 International Joint Conference on Neural Networks (IJCNN 2017), May 14-19, 2017, Anchorage, Alaska, USA - William A. Egan Civic and Convention Center, Anchorage, United States
Duration: 14 May 201719 May 2017

Conference

Conference2017 International Joint Conference on Neural Networks (IJCNN 2017), May 14-19, 2017, Anchorage, Alaska, USA
Abbreviated titleIJCNN 2017
CountryUnited States
CityAnchorage
Period14/05/1719/05/17

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  • Cite this

    Maslov, A., Pechenizkiy, M., Pei, Y., Zliobaite, I., Shklyaev, A., Karkkainen, T., & Hollmen, J. (2017). BLPA: Bayesian learn-predict-adjust method for online detection of recurrent changepoints. In 2017 International Joint Conference on Neural Networks (IJCNN), 14-19 May 2017, Anchorage, Arkansas (pp. 1916-1923). [7966085] Piscataway: Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/IJCNN.2017.7966085