Expectation maximization approach to gross error and change point detection.
Marziyeh KeshavarzBiao HuangPublished in: ICCA (2013)
Keyphrases
- change point detection
- expectation maximization
- em algorithm
- change point
- non stationary
- outlier detection
- sequential data
- singular spectrum analysis
- high dimensional time series
- maximum likelihood
- probabilistic model
- normalized maximum likelihood
- neural network
- language model
- fixed length
- spatio temporal
- image sequences
- learning algorithm