Detecting Change-Points in Time Series by Maximum Mean Discrepancy of Ordinal Pattern Distributions.

Mathieu Sinn Ali Ghodsi Karsten Keller

Published in: UAI (2012)

Keyphrases

data points
pattern matching
feature points
minimum distance
point sets
endpoints
maximum number
learning algorithm
multiscale
non stationary
short term
stock market
stock price
periodic patterns
chronic hepatitis