Squared-loss Mutual information change point detection

Constructors

Properties

Methods

Constructors

  • Parameters

    • model: {
          fit: (arg0: number[][], arg1: number[][]) => void;
          predict: (arg0: number[][]) => number[];
      }

      Density ratio estimation model

      • fit: (arg0: number[][], arg1: number[][]) => void

        Fit model

      • predict: (arg0: number[][]) => number[]

        Returns predicted values

    • w: number

      Window size

    • Optionaltake: number

      Take number

    • Optionallag: number

      Lag

    Returns SquaredLossMICPD

Properties

_lag: number
_model: {
    fit: (arg0: number[][], arg1: number[][]) => void;
    predict: (arg0: number[][]) => number[];
}
_take: number
_window: number

Methods

  • Returns anomaly degrees.

    Parameters

    • datas: number[][]

      Sample data

    Returns number[]

    Predicted values