Network inference and change point detection for piecewise-stationary time series.

Hang Yu Chenyang Li Justin Dauwels

Published in: ICASSP (2014)

Keyphrases

change point detection
non stationary
change point
singular spectrum analysis
sequential data
outlier detection
network structure
high dimensional time series
normalized maximum likelihood
data sets
spatio temporal
denoising
databases
information retrieval
association rules
support vector regression