Quickest Change-Point Detection Over Multiple Data Streams via Sequential Observations.
Jun GengLifeng LaiPublished in: ICASSP (2018)
Keyphrases
- change point detection
- multiple data streams
- sequential data
- change point
- data streams
- singular spectrum analysis
- non stationary
- outlier detection
- hidden markov models
- high dimensional time series
- normalized maximum likelihood
- continuous data streams
- sequential pattern mining
- sequence data
- fixed length
- sequential patterns
- pattern mining
- pattern discovery
- computational complexity
- database
- feature extraction
- learning algorithm
- machine learning
- real world