Change-Point Detection for High-Dimensional Time Series With Missing Data.

Yao Xie Jiaji Huang Rebecca Willett

Published in: IEEE J. Sel. Top. Signal Process. (2013)

Keyphrases

missing data
high dimensional time series
change point detection
change point
non stationary
outlier detection
sequential data
missing values
normalized maximum likelihood
incomplete data
multiple imputation
fixed length
database
data mining
association rules
knn