离线变化点检测方法的选择性审查
Selective review of offline change point detection methods
摘要：
本文提出了一个选择性调查的算法离线检测多变量时间序列中的多个变化点。采用了一种一般性但结构化的方法战略来组织这一庞大的工作机构。更确切地说，在这篇评论中考虑的检测算法的特点是由三个要素：成本函数，搜索方法和变化的数量上的约束。对其中每一个要素都分别进行了说明、审查和讨论。本文中描述的主要算法的实现在一个名为ruptures的Python包中提供。
英文摘要：
This article presents a selective survey of algorithms for the offline detection of multiple change points in multivariate time series. A general yet structuring methodological strategy is adopted to organize this vast body of work. More precisely, detection algorithms considered in this review are characterized by three elements: a cost function, a search method and a constraint on the number of changes. Each of those elements is described, reviewed and discussed separately. Implementations of the main algorithms described in this article are provided within a Python package called ruptures.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
