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Change-point detection using neural networks

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ALACPD

ALACPD exploits an LSTM-autoencoder-based neural network to perform unsupervised online CPD; it continuously adapts to the incoming samples without keeping the previously received input, thus being memory-free.

Usage

To run the code with the desired specifications you can use "run.sbatch" file.

Datasets

To evaluate our model, we have used datasets offered by Turing Change Point Dataset.

CPD results on the run_log Dataset

Red lines depict the detected change-points: CPD

Reuirements

This code has been tested on Python 3.6 using the following libraries:

tensorflow 1.14.0
numpy 1.19.2
scikit-learn 0.24.2

Acknowledgements

The start of this implementation are LSTNet and OED.

Contact

email: [email protected]

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Change-point detection using neural networks

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