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Change Point Detection in Periodic Panel Data Using a Mixture-Model-Based Approach.
Allou Samé
Milad Leyli-Abadi
Published in:
PAKDD (Workshops) (2019)
Keyphrases
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mixture model
change point detection
panel data
probabilistic model
em algorithm
non stationary
sequential data
generative model
outlier detection
model selection
unsupervised learning
expectation maximization
maximum likelihood
stock returns
language model
image processing
data sets
cross sectional
spatio temporal