Change points detection and parameter estimation for multivariate time series.
Wei GaoHaizhong YangLu YangPublished in: Soft Comput. (2020)
Keyphrases
- parameter estimation
- multivariate time series
- maximum likelihood
- least squares
- markov random field
- model selection
- em algorithm
- random fields
- parameter estimation algorithm
- temporal data
- expectation maximization
- feature points
- data points
- temporal patterns
- approximate inference
- categorical data
- multivariate time series data
- pose estimation
- spatial structure
- structure learning
- image segmentation
- hidden markov models