Change Point Detection Using Penalized Multidegree Splines.

Eun-Ji Lee Jae-Hwan Jhong

Published in: Axioms (2021)

Keyphrases

change point detection
change point
non stationary
sequential data
outlier detection
singular spectrum analysis
least squares
normalized maximum likelihood
high dimensional time series
maximum likelihood
website
model selection
variable selection
learning algorithm
high dimensional
itemsets