Structural Break Detection in Non-Stationary Network Vector Autoregression Models.

Yi Han Thomas C. M. Lee

Published in: IEEE Trans. Netw. Sci. Eng. (2024)

Keyphrases

non stationary
autoregressive
random fields
probabilistic model
detection algorithm
empirical mode decomposition
peer to peer
event detection
fractional brownian motion
detection of moving objects
computer vision
historical data
adaptive algorithms
structural models
change point detection