Patent Document ID: 20040254760
Application ID: 10863274
Patent Flag: 0

Claim One:
1. A change-point detection apparatus for reading in time-series data sequentially as an input and detecting a change point which is a time point where the input time-series data changes suddenly, comprising: a time-series model learning unit for learning parameters of a time-series model sequentially while the time-series data is being read in; a storage device for storing the parameters of the time-series model, which have been learned by the time-series model learning unit, and complexity as fitting error that results when the time-series model is fit to the input time-series data; a loss-function calculating unit for reading the parameters from said storage device and calculating loss of the time-series model with regard to each item of the input time-series data one at a time; a complexity calculating unit for reading parameters and complexity from said storage device, calculating complexity of a partial series of the input time-series data sequentially while updating the same, and updating content stored in the storage device; and a change-point searching unit for reading complexity with regard to time-series data before and after change-point candidates from the storage device with respect to all change-point candidates of the input time-series data and comparing the sum of the complexities before and after the change-time candidates with complexity when a change point is assumed to be absent, thereby calculating change-point score and detecting a change point; wherein the change point detected by the change-point searching unit is output.