Change-Point Detection in Time-Series Data Based on Subspace Identification.
Yoshinobu KawaharaTakehisa YairiKazuo MachidaPublished in: ICDM (2007)
Keyphrases
- change point detection
- change point
- non stationary
- sequential data
- outlier detection
- singular spectrum analysis
- normalized maximum likelihood
- high dimensional time series
- high dimensional
- sequential pattern mining
- feature space
- spatio temporal
- principal component analysis
- dimensionality reduction
- sequential patterns
- data analysis
- data structure
- databases