Nonparametric multiple change point estimation in highly dependent time series.

Azadeh Khaleghi Daniil Ryabko

Published in: Theor. Comput. Sci. (2016)

Keyphrases

change point
change point detection
non stationary
sequential data
outlier detection
motif discovery
real world
data mining
parametric models
kernel density estimation
data sets
pairwise
co occurrence