Density-Based Empirical Likelihood Ratio Change Point Detection Policies.
Albert VexlerGregory GurevichPublished in: Commun. Stat. Simul. Comput. (2010)
Keyphrases
- likelihood ratio
- change point detection
- outlier detection
- change point
- hypothesis testing
- singular spectrum analysis
- hypothesis test
- non stationary
- high dimensional time series
- normalized maximum likelihood
- likelihood ratio test
- sequential data
- detection algorithm
- match scores
- computational complexity
- data mining
- upper bound
- data streams
- similarity measure
- machine learning