Sequential Change-Point Detection for Mutually Exciting Point Processes.
Haoyun WangLiyan XieYao XieAlex CuozzoSimon MakPublished in: Technometrics (2023)
Keyphrases
- point processes
- change point detection
- sequential data
- change point
- monte carlo
- non stationary
- hidden markov models
- outlier detection
- singular spectrum analysis
- normalized maximum likelihood
- high dimensional time series
- hot spots
- sequential patterns
- fixed length
- sequence data
- sequential pattern mining
- spatio temporal
- pattern mining
- pattern discovery
- machine learning
- data management