Detecting change-points in multidimensional stochastic processes.

Jan G. De Gooijer

Published in: Comput. Stat. Data Anal. (2006)

Keyphrases

stochastic processes
stochastic process
probability distribution
markov processes
stochastic models
random fields
random variables
brownian motion
data points
dynamic bayesian networks
continuous time bayesian networks
image processing
similarity measure