Finder: A novel approach of change point detection for multivariate time series.

Haizhou Du Ziyi Duan

Published in: Appl. Intell. (2022)

Keyphrases

multivariate time series
change point detection
non stationary
outlier detection
multivariate time series data
normalized maximum likelihood
sequential data
temporal patterns
autoregressive
temporal data
categorical data
dimension reduction
spatial structure
website
feature extraction
hidden markov models