Optimal Transport Based Change Point Detection and Time Series Segment Clustering.
Kevin C. ChengShuchin AeronMichael C. HughesErika HusseyEric L. MillerPublished in: ICASSP (2020)
Keyphrases
- change point detection
- change point
- normalized maximum likelihood
- outlier detection
- singular spectrum analysis
- non stationary
- sequential data
- clustering algorithm
- high dimensional time series
- information retrieval
- data mining tasks
- complex valued
- neural network
- hidden markov models
- information theoretic
- multivariate time series