Bayesian Hierarchical Model for Change Point Detection in Multivariate Sequences.
Huaqing JinGuosheng YinBinhang YuanFei JiangPublished in: Technometrics (2022)
Keyphrases
- change point detection
- sequential data
- bayesian hierarchical model
- change point
- hidden markov models
- non stationary
- singular spectrum analysis
- fixed length
- outlier detection
- sequential patterns
- normalized maximum likelihood
- high dimensional time series
- pattern discovery
- variable length
- sequence data
- sequential pattern mining
- spatio temporal
- biological sequences
- databases
- pattern mining
- feature vectors
- image sequences
- neural network