Letters: Variance change point detection via artificial neural networks for data separation

Authors:
Kyong Joo Oh;Myung Sang Moon;Tae Yoon Kim
Affiliations:
Department of Information and Industrial Engineering, Yonsei University, 134, Shinchon-Dong, Seodaemun-Gu Seoul 120-749, South Korea;Department of Information and Statistics, Yonsei University, 234 Maejiri Heungupmyun Wonju, Kangwondo 220-710, South Korea;Department of Statistics, Keimyung University, Daegu 704-701, South Korea
Venue:
Neurocomputing
Year:
2005

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Abstract

In this article, it will be shown that a nonparametric and data-adaptive approach to the variance change point (VCP) detection problem is possible by formulating it as a pattern classification problem. Technical aspects of the VCP detector are discussed, which include its training strategy and selection of proper classification tool.