Document worth reading: “A Review of Changepoint Detection Models”

The aim of the change-point detection is to seek out the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The subsequent stage is to elaborate standard and some varied model-based changepoint detection algorithms. Finally, we try to go a bit extra inside the idea and look into future evaluation directions. A Review of Changepoint Detection Models