Skip to main content

Part of the book series: Springer Theses ((Springer Theses))

  • 1165 Accesses

Abstract

This chapter introduces a novel framework for detecting anomalies as change points. This chapter presents a general approach for change point detection, which can be used for behaviour analysis (where periods between change points are considered as different behaviours) and anomaly detection (where a change is considered as a break point between normal and abnormal behaviours). In the proposed framework changes are considered as functional breaks in input data.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 119.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    The implementation in Matlab 2016a is used (the function findchangepts).

References

  1. C.E. Rasmussen, C.K.I. Williams, Gaussian Processes for Machine Learning (MIT Press, New York, 2006)

    Google Scholar 

  2. F. Gustafsson, Adaptive filtering and change detection, vol. 1 (Wiley, New York, 2000)

    Google Scholar 

  3. M. Basseville, I.V. Nikiforov, Detection of Abrupt Changes - Theory and Application (Prentice Hall, Inc., New York , 1993)

    Google Scholar 

  4. R.B. Davies, Algorithm AS 155: The distribution of a linear combination of \(\chi ^2\) random variables. J. Roy. Stat. Soc. Ser. C (Appl. Stat.) 29(3), 323–333 (1980)

    MATH  Google Scholar 

  5. Y. Saatçi, R.D. Turner, C.E. Rasmussen, Gaussian process change point models, in Proceedings of the 27th International Conference on Machine Learning, pp. 927–934, June 2010

    Google Scholar 

  6. S.M. Oh, J.M. Rehg, T. Balch, F. Dellaert, Learning and inferring motion patterns using parametric segmental switching linear dynamic systems. Int. J. Comput. Vis. (IJCV) 77(1), 103–124 (2008)

    Article  Google Scholar 

  7. M.A. Alvarez, N.D. Lawrence, Computationally efficient convolved multiple output Gaussian processes. J. Mach. Learn. Res. 12, 1459–1500 (2011)

    MathSciNet  MATH  Google Scholar 

  8. T.V. Nguyen, E. Bonilla, Collaborative multi-output Gaussian processes, in Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence (UAI 2014), pp. 633–643, July 2014

    Google Scholar 

  9. R.D. Turner, Gaussian Processes for State Space Models and Change Point Detection. Ph.D. thesis, University of Cambridge (2011)

    Google Scholar 

  10. M. Lavielle, Using penalized contrasts for the change-point problem. Sig. Process. 85(8), 1501–1510 (2005)

    Article  MATH  Google Scholar 

  11. R. Killick, P. Fearnhead, I.A. Eckley, Optimal detection of changepoints with a linear computational cost. J. Am. Stat. Assoc. 107(500), 1590–1598 (2012)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Olga Isupova .

Rights and permissions

Reprints and permissions

Copyright information

© 2018 Springer International Publishing AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Isupova, O. (2018). Change Point Detection with Gaussian Processes. In: Machine Learning Methods for Behaviour Analysis and Anomaly Detection in Video. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-75508-3_5

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-75508-3_5

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-75507-6

  • Online ISBN: 978-3-319-75508-3

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics