Hybrid change point detection for time series via support vector regression and CUSUM method.
Sangyeol LeeSangjo LeeMiteum MoonPublished in: Appl. Soft Comput. (2020)
Keyphrases
- support vector regression
- singular spectrum analysis
- support vector machine svm
- change point detection
- high dimension space
- support vector machine
- feature set
- non stationary
- support vector
- artificial neural networks
- support vector classification
- similarity measure
- neural network
- knowledge discovery
- hidden markov models
- kernel function
- decision trees