Improving the Centered CUSUMS Statistic for Structural Break Detection in Time Series.
Kwok Pan PangKai Ming TingPublished in: Australian Conference on Artificial Intelligence (2004)
Keyphrases
- adaptive control
- cumulative sum
- automatic detection
- false alarms
- detection accuracy
- non stationary
- dynamic time warping
- anomaly detection
- detection algorithm
- structural information
- detection rate
- detection scheme
- change point
- object detection
- detection method
- false positives
- similarity measure
- temporal patterns
- sequential data
- multivariate time series