Data-Driven Threshold Machine: Scan Statistics, Change-Point Detection, and Extreme Bandits.

Shuang Li Yao Xie Le Song

Published in: CoRR (2016)

Keyphrases

data driven
change point detection
change point
non stationary
outlier detection
singular spectrum analysis
sequential data
normalized maximum likelihood
high dimensional time series
real world
feature extraction
multiresolution
knowledge discovery
detection algorithm