An exact approach to Bayesian sequential change point detection.
Eric RuggieriMarcus AntonellisPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- change point detection
- sequential data
- change point
- hidden markov models
- singular spectrum analysis
- non stationary
- high dimensional time series
- normalized maximum likelihood
- outlier detection
- sequential patterns
- sequential pattern mining
- pattern mining
- sequence data
- fixed length
- pattern discovery
- neural network
- denoising
- minimum description length
- knowledge discovery
- spatio temporal
- image processing
- feature selection
- information retrieval