Scaled Largest Eigenvalue Detection for Stationary Time-Series.

Julien Renard Lutz H.-J. Lampe François Horlin

Published in: IEEE Trans. Signal Process. (2016)

Keyphrases

non stationary
detection algorithm
change detection
automatic detection
detection rate
false alarms
neural network
object detection
detection scheme
change point
subsequence matching
financial time series
autoregressive
temporal patterns
dynamic time warping
detection method
long term
computer vision