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Online common change-point detection in a set of nonstationary categorical time series.
Milad Leyli-Abadi
Allou Samé
Latifa Oukhellou
Nicolas Cheifetz
Pierre Mandel
Cédric Féliers
Véronique Heim
Published in:
Neurocomputing (2021)
Keyphrases
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non stationary
change point detection
change point
singular spectrum analysis
autoregressive
sequential data
random fields
financial time series
fractional brownian motion
databases
website
denoising
concept drift
blind source separation