Contrastive Multivariate Singular Spectrum Analysis.
Abdi-Hakin DirieAbubakar AbidJames Y. ZouPublished in: CoRR (2018)
Keyphrases
- singular spectrum analysis
- change point detection
- non stationary
- outlier detection
- complex valued
- sequential data
- support vector regression
- data preprocessing
- regression model
- real valued
- hidden markov models
- support vector
- density estimation
- neural network
- linear equations
- artificial neural networks
- machine learning