Causal Discovery-Driven Change Point Detection in Time Series.
Shanyun GaoRaghavendra AddankiTong YuRyan A. RossiMurat KocaogluPublished in: CoRR (2024)
Keyphrases
- change point detection
- causal discovery
- change point
- singular spectrum analysis
- causal models
- non stationary
- sequential data
- causal relationships
- outlier detection
- discovery process
- causal structure
- normalized maximum likelihood
- bayesian networks
- directed acyclic graph
- high dimensional time series
- conditional independence
- observational data
- hidden markov models
- feature vectors
- data streams
- feature space
- data mining