# Change Point Detection Task

A Change Point Detection Task is a detection task that tries to identify times when the probability distribution of a stochastic process or time series changes.

**AKA:**Change Point Detection, Change Detection**Context:**- It can be solved by a Change Point Detection System (that implements a Change Point Detection algorithm).

**Counter-Example(s):****See:**Statistical Analysis, Stochastic Process, Time Series, Step Detection, Edge Detection, Mean, Variance, Correlation, Spectral Density, Anomaly Detection.

## References

### 2014

- (Wikipedia, 2014) ⇒ http://en.wikipedia.org/wiki/change_detection Retrieved:2014-7-22.
- In statistical analysis,
**change detection**or**change point detection**tries to identify times times when the probability distribution of a stochastic process or time series changes. In general the problem concerns both detecting whether or not a change has occurred, or whether several changes might have occurred, and identifying the times of any such changes.Specific applications, like step detection and edge detection, may be concerned with changes in the mean, variance, correlation, or spectral density of the process. More generally change detection also includes the detection of anomalous behavior: anomaly detection.

- In statistical analysis,

### 2002

- (Keogh & Kasetty, 2002) ⇒ Eamonn Keogh, and Shruti Kasetty. (2002). “On the Need for Time Series Data Mining Benchmarks: A Survey and Empirical Demonstration.” In: Proceedings of the eighth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. doi:10.1145/775047.775062

### 1999

- (Guralnik & Srivastava, 1999) ⇒ Valery Guralnik, and Jaideep Srivastava. (1999). “Event Detection from Time Series Data.” In: Proceedings of the fifth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ISBN:1-58113-143-7 doi:10.1145/312129.312190