Paper Abstract and Keywords |
Presentation |
2009-11-11 11:30
Change-Point Detection Based on Recurrence Plots Koji Iwayama, Yoshito Hirata, Kazuyuki Aihara, Hideyuki Suzuki (Univ. of Tokyo.) NLP2009-87 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Recently a lot of nonlinear time series analysis methods have been proposed. However, we cannot apply most of those methods to nonstationary time series because of assumption of stationarity. To divide nonstationary time series into some stationary segments, we propose the novel change-point detection method that divides “recurrence plots”, which visualize time series, by a graph partitioning method “spectral clustering”. We show by using numerical experiments that the proposed method can detect change-points from nonstationary time series. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Recurrence plots / Spectral clustering / Change-point detection / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 109, no. 269, NLP2009-87, pp. 31-34, Nov. 2009. |
Paper # |
NLP2009-87 |
Date of Issue |
2009-11-04 (NLP) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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NLP2009-87 |
Conference Information |
Committee |
NLP |
Conference Date |
2009-11-11 - 2009-11-14 |
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(See Japanese page) |
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Paper Information |
Registration To |
NLP |
Conference Code |
2009-11-NLP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Change-Point Detection Based on Recurrence Plots |
Sub Title (in English) |
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Keyword(1) |
Recurrence plots |
Keyword(2) |
Spectral clustering |
Keyword(3) |
Change-point detection |
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1st Author's Name |
Koji Iwayama |
1st Author's Affiliation |
The University of Tokyo (Univ. of Tokyo.) |
2nd Author's Name |
Yoshito Hirata |
2nd Author's Affiliation |
The University of Tokyo (Univ. of Tokyo.) |
3rd Author's Name |
Kazuyuki Aihara |
3rd Author's Affiliation |
The University of Tokyo (Univ. of Tokyo.) |
4th Author's Name |
Hideyuki Suzuki |
4th Author's Affiliation |
The University of Tokyo (Univ. of Tokyo.) |
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Speaker |
Author-1 |
Date Time |
2009-11-11 11:30:00 |
Presentation Time |
20 minutes |
Registration for |
NLP |
Paper # |
NLP2009-87 |
Volume (vol) |
vol.109 |
Number (no) |
no.269 |
Page |
pp.31-34 |
#Pages |
4 |
Date of Issue |
2009-11-04 (NLP) |
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