M-Statistic for Kernel Change-Point Detection.
Shuang LiYao XieHanjun DaiLe SongPublished in: CoRR (2015)
Keyphrases
- change point detection
- change point
- non stationary
- sequential data
- outlier detection
- singular spectrum analysis
- high dimensional time series
- normalized maximum likelihood
- kernel function
- feature space
- feature extraction
- multiresolution
- hidden markov models
- data analysis
- support vector
- feature selection
- learning algorithm