For sequentially input data string, the outliner and the change point are
detected through calculation of the outlier score and the change point
score by combining a time-series model learning device to learn the
generation mechanism of the read data series as the time-series statistic
model, a score calculator to calculate the outlier score of each data
based on the time-series model parameter and the input data, a moving
average calculator to calculate the moving average of the outlier score,
a time-series model learning device to learn the generation mechanism of
the moving average series as the time-series statistic model and the
above score calculator that further calculates the outlier score of the
moving average based on the moving average of the outlier score and
outputs the result as the change point score of the original data.