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Real-Time Change-Point Detection Using Sequentially Discounting Normalized Maximum Likelihood Coding.

Yasuhiro UrabeKenji YamanishiRyota TomiokaHiroki Iwai
Published in: PAKDD (2) (2011)
Keyphrases
  • normalized maximum likelihood
  • change point detection
  • non stationary
  • outlier detection
  • spatially adaptive
  • minimum description length
  • sequential data
  • mdl principle
  • multi dimensional
  • information theoretic