Detecting Change-Points in Time Series by Maximum Mean Discrepancy of Ordinal Pattern Distributions
Mathieu SinnAli GhodsiKarsten KellerPublished in: CoRR (2012)
Keyphrases
- feature points
- pattern matching
- probability distribution
- convex hull
- minimum distance
- endpoints
- non stationary
- random variables
- point sets
- data points
- clustering algorithm
- dynamic time warping
- maximum number
- pattern detection
- maximum likelihood
- gaussian distribution
- graphical models
- joint distribution
- surprising patterns