SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic Autoregressive Noise.
Abdullah AlomarMunther A. DahlehSean MannDevavrat ShahPublished in: NeurIPS (2023)
Keyphrases
- autoregressive
- singular spectrum analysis
- change point detection
- non stationary
- complex valued
- moving average
- gaussian markov random field
- random fields
- support vector regression
- sequential data
- outlier detection
- activation function
- regression model
- sar images
- data preprocessing
- real valued
- artificial neural networks
- data mining