Algebraic change-point detection.

Michel Fliess Cédric Join Mamadou Mboup

Published in: Appl. Algebra Eng. Commun. Comput. (2010)

Keyphrases

change point detection
change point
non stationary
outlier detection
sequential data
singular spectrum analysis
high dimensional time series
normalized maximum likelihood
databases
real world
neural network
machine learning
moving objects
knowledge discovery
regression model