Automatic Change-Point Detection in Time Series via Deep Learning.
Jie LiPaul FearnheadPiotr FryzlewiczTengyao WangPublished in: CoRR (2022)
Keyphrases
- deep learning
- change point detection
- change point
- singular spectrum analysis
- non stationary
- sequential data
- outlier detection
- unsupervised learning
- unsupervised feature learning
- high dimensional time series
- machine learning
- normalized maximum likelihood
- computer vision
- spatio temporal
- text classification
- mental models