A new method for detecting abrupt shifts in time series.
Chris A. BoultonTimothy M. LentonPublished in: F1000Research (2019)
Keyphrases
- data mining
- segmentation method
- synthetic data
- detection method
- cost function
- experimental evaluation
- support vector machine svm
- high accuracy
- moving average
- fully automatic
- classification method
- optimization algorithm
- theoretical analysis
- computationally efficient
- probabilistic model
- prior knowledge
- computational complexity
- objective function
- mutual information
- input image
- computational cost
- non stationary
- feature space
- training data
- optimization method
- autoregressive
- data sets