Authors’ reply to the Discussion of ‘Automatic change-point detection in time series via deep learning’ at the Discussion Meeting on ‘Probabilistic and statistical aspects of machine learning’
关于“通过深度学习自动检测时间序列变点”讨论的作者回复
Detecting change points in data is challenging because of the range of possible types of change and types of behaviour of data when there is no change. Statistically efficient methods for detecting a change will depend on both of these features, and it can be difficult for a practitioner to develop an appropriate detection method for their application of interest. We show how to automatically generate new offline detection methods based on training a neural network. Our…