Information processing system, change point detection method, and recording medium

Abstract

Change points of a system represented by a plurality of time series are detected more appropriately. An information processing system includes means for learning, with respect to each of a plurality of time series, models that approximate partial time series respectively and are defined by parameters of the partial time series respectively, the partial time series being obtained by dividing a corresponding time series into a plurality of segments at change point candidates; and means for detecting, with respect to each of the change point candidates for the plurality of time series, a global change point that is a change point for the plurality of time series based on a difference between a parameter of a first partial time series starting from a time point of a corresponding change point candidate and a parameter of a second partial time series before the corresponding change point candidate, and outputting the global change point.