Using SVMs Method to Detect Abrupt Change

To detect the change-points in signal data is an important practical problem. The classical method to solve this problem is using the statistical algorithms which are based on Bayesian theory. The efficiency of these methods always depends on the character of the given data. In this paper, we introduce support vector machine method to detect the abrupt change on signal data. The experience shows that the idea is effective, and it does not limit to the character of the distribution.