Distribution estimation and change-point detection for time series via DNN-based GANs.

Jianya Lu Yingjun Mo Zhijie Xiao Lihu Xu Qiuran Yao

Published in: CoRR (2022)

Keyphrases

change point detection
change point
singular spectrum analysis
non stationary
outlier detection
sequential data
normalized maximum likelihood
high dimensional time series
support vector regression
databases
neural network
website
spatio temporal
image compression
complex valued