Coding of Non-Stationary Sources as a Foundation for Detecting Change Points and Outliers in Binary Time-Series.
Peter SunehagWen ShaoMarcus HutterPublished in: AusDM (2012)
Keyphrases
- non stationary
- data points
- blind source separation
- gray code
- logical operations
- coding scheme
- spatial outliers
- random fields
- autoregressive
- stock price
- financial time series
- adaptive algorithms
- change point detection
- concept drift
- outlier detection
- temporal evolution
- computer vision
- empirical mode decomposition
- white noise