A Review of Changepoint Detection Models

TL;DR

This paper reviews various changepoint detection models, summarizing their definitions, exploring traditional and alternative algorithms, and discussing future research directions in the field.

Contribution

It provides a comprehensive overview of changepoint detection models, including theoretical insights and potential future research avenues.

Findings

Summarizes fundamental concepts of changepoint detection.

Elaborates on traditional and alternative detection algorithms.

Discusses future research directions in changepoint detection.

Abstract

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next stage is to elaborate traditional and some alternative model-based changepoint detection algorithms. Finally, we try to go a bit further in the theory and look into future research directions.