Change-points in time series data are usually defined as the instants at which changes their properties occur. Detecting change-points is critical a number of applications diverse detecting credit card and insurance frauds, or intrusions into networks. Recently authors introduced an online kernel-based change-point detection method built upon direct estimation density ratio on consecutive inter...

The Kumaraswamy distribution is a common type of bounded distribution, which widely used in agriculture, hydrology, and other fields. In this paper, we use the methods likelihood ratio test, modified information criterion, Schwarz criterion to analyze change point distribution. Simulation experiments give performance three methods. application section illustrates feasibility proposed method by ...