Contrastive Multivariate Singular Spectrum Analysis.

Abdi-Hakin Dirie Abubakar Abid James Y. Zou

Published in: Allerton (2019)

Keyphrases

singular spectrum analysis
change point detection
non stationary
complex valued
sequential data
outlier detection
support vector regression
regression model
data preprocessing
real valued
genetic algorithm
feature extraction
artificial neural networks
spatio temporal