Sketching for Sequential Change-Point Detection.
Yao XieMeng WangAndrew ThompsonPublished in: CoRR (2015)
Keyphrases
- change point detection
- sequential data
- change point
- singular spectrum analysis
- non stationary
- hidden markov models
- normalized maximum likelihood
- outlier detection
- fixed length
- high dimensional time series
- sequence data
- sequential pattern mining
- neural network
- pattern mining
- sequential patterns
- information theoretic
- data streams