Spatial rank-based high-dimensional change point detection via random integration.
Lei ShuYu ChenWeiping ZhangXueqin WangPublished in: J. Multivar. Anal. (2022)
Keyphrases
- change point detection
- high dimensional
- change point
- spatio temporal
- non stationary
- sequential data
- dimensionality reduction
- outlier detection
- high dimensional time series
- normalized maximum likelihood
- singular spectrum analysis
- feature space
- similarity search
- multi dimensional
- hidden markov models
- information retrieval
- neural network
- databases