Unsupervised Change Point Detection in Multivariate Time Series.
Daoping WuSuhas GundimedaShaoshuai MouChristopher J. QuinnPublished in: AISTATS (2024)
Keyphrases
- multivariate time series
- change point detection
- sequential data
- non stationary
- multivariate time series data
- outlier detection
- normalized maximum likelihood
- autoregressive
- dimension reduction
- temporal patterns
- temporal data
- sequential patterns
- categorical data
- hidden markov models
- unsupervised learning
- spatial structure
- human motion
- supervised learning
- multiscale
- data sets
- spatio temporal
- image sequences
- neural network