Asymptotically Optimal Sequential Change-Point Detection under Composite Hypotheses.
Boris BrodskyBoris S. DarkhovskyPublished in: CDC/ECC (2005)
Keyphrases
- asymptotically optimal
- change point detection
- sequential data
- change point
- asymptotic optimality
- non stationary
- hidden markov models
- outlier detection
- high dimensional time series
- normalized maximum likelihood
- arrival rate
- sequence data
- fixed length
- call center
- pattern discovery
- pattern mining
- sequential patterns
- optimal policy
- data structure
- multi dimensional
- spatio temporal