Multivariate posterior singular spectrum analysis.
Ilkka LaunonenLasse HolmströmPublished in: Stat. Methods Appl. (2017)
Keyphrases
- singular spectrum analysis
- change point detection
- complex valued
- non stationary
- outlier detection
- sequential data
- support vector regression
- probability distribution
- real valued
- data preprocessing
- regression model
- sequence data
- artificial neural networks
- support vector machine svm
- machine learning
- probabilistic model
- data streams