Change Point Detection in Time Series Data using CNN GANs

Student: Ivanov Denis

Educational Programme: Data Science (Master)

Year of Graduation: 2021

This work challenges the problem of time series change point detection. Common problems of current approaches are described and as a solution I've proposed an approach based on generative adversarial networks with convolutional layers. There are comparisons of my algorithm with other state-of-art methods on different synthetic and real datasets. Key words: neural nets, time series, change point detection.

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