Change Point Detection by Sparse Parameter Estimation.
Jirí NeubauerVítezslav VeselýPublished in: Informatica (2011)
Keyphrases
- parameter estimation
- change point detection
- change point
- non stationary
- maximum likelihood
- least squares
- outlier detection
- high dimensional time series
- normalized maximum likelihood
- sequential data
- model selection
- em algorithm
- markov random field
- parameter estimation algorithm
- expectation maximization
- random fields
- high dimensional
- machine learning
- parameter estimates
- hidden markov models
- feature extraction