Inductive Conformal Martingales for Change-Point Detection.

Denis Volkhonskiy Evgeny Burnaev Ilia Nouretdinov Alexander Gammerman Vladimir Vovk

Published in: COPA (2017)

Keyphrases

change point detection
change point
non stationary
outlier detection
normalized maximum likelihood
sequential data
singular spectrum analysis
machine learning
high dimensional time series
probability theory
hidden markov models
data sets
knowledge discovery
tree structure