Add references for the original SST papers
Project: http://git-wip-us.apache.org/repos/asf/incubator-hivemall/repo Commit: http://git-wip-us.apache.org/repos/asf/incubator-hivemall/commit/2bfd1270 Tree: http://git-wip-us.apache.org/repos/asf/incubator-hivemall/tree/2bfd1270 Diff: http://git-wip-us.apache.org/repos/asf/incubator-hivemall/diff/2bfd1270 Branch: refs/heads/JIRA-22/pr-356 Commit: 2bfd1270b1e9b79185a41cbe2568f2ce968d4a71 Parents: bde06e0 Author: Takuya Kitazawa <k.tak...@gmail.com> Authored: Wed Sep 28 11:16:56 2016 +0900 Committer: Takuya Kitazawa <k.tak...@gmail.com> Committed: Wed Sep 28 11:22:46 2016 +0900 ---------------------------------------------------------------------- .../hivemall/anomaly/SingularSpectrumTransformUDF.java | 11 +++++++++++ 1 file changed, 11 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/incubator-hivemall/blob/2bfd1270/core/src/main/java/hivemall/anomaly/SingularSpectrumTransformUDF.java ---------------------------------------------------------------------- diff --git a/core/src/main/java/hivemall/anomaly/SingularSpectrumTransformUDF.java b/core/src/main/java/hivemall/anomaly/SingularSpectrumTransformUDF.java index 2ec0a91..64b7d20 100644 --- a/core/src/main/java/hivemall/anomaly/SingularSpectrumTransformUDF.java +++ b/core/src/main/java/hivemall/anomaly/SingularSpectrumTransformUDF.java @@ -41,6 +41,17 @@ import java.io.IOException; import java.util.ArrayList; import java.util.Arrays; +/** + * Change-point detection based on Singular Spectrum Transformation (SST). + * + * References: + * <ul> + * <li>T. Ide and K. Inoue, + * "Knowledge Discovery from Heterogeneous Dynamic Systems using Change-Point Correlations", SDM'05.</li> + * <li>T. Ide and K. Tsuda, "Change-point detection using Krylov subspace learning", SDM'07.</li> + * </ul> + */ + @Description( name = "sst", value = "_FUNC_(double|array<double> x [, const string options])"
