Optimal Transport Based Change Point Detection and Time Series Segment Clustering.
Kevin C. ChengShuchin AeronMichael C. HughesErika HusseyEric L. MillerPublished in: CoRR (2019)
Keyphrases
- change point detection
- change point
- outlier detection
- normalized maximum likelihood
- non stationary
- singular spectrum analysis
- clustering algorithm
- sequential data
- high dimensional time series
- artificial neural networks
- multivariate time series
- web pages
- image processing
- data analysis
- sequential patterns
- data mining tasks