Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization.
Andrés GómezPublished in: SIAM J. Optim. (2021)
Keyphrases
- outlier detection
- mixed integer
- quadratic optimization
- linear program
- interior point methods
- lot sizing
- feasible solution
- convex hull
- knowledge discovery
- detection algorithm
- optimal solution
- linear programming
- detect outliers
- detecting outliers
- data streams
- data mining
- continuous variables
- support vector machine
- multistage
- primal dual
- np hard