Contrastive Multivariate Singular Spectrum Analysis.

Abdi-Hakin Dirie Abubakar Abid James Y. Zou

Published 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