Computationally Efficient Off-Line Joint Change Point Detection in Multiple Time Series.

Markus Eriksson Tomas Olofsson

Published in: IEEE Trans. Signal Process. (2019)

Keyphrases

change point detection
computationally efficient
change point
non stationary
singular spectrum analysis
sequential data
outlier detection
databases
normalized maximum likelihood
machine learning
similarity measure
video sequences
spatio temporal
hidden markov models
high dimensional time series