On Multivariate Singular Spectrum Analysis and Its Variants.
Anish AgarwalAbdullah AlomarDevavrat ShahPublished in: SIGMETRICS (Abstracts) (2022)
Keyphrases
- singular spectrum analysis
- change point detection
- complex valued
- support vector regression
- non stationary
- outlier detection
- sequential data
- regression model
- artificial neural networks
- hidden markov models
- real valued
- data preprocessing
- support vector machine svm
- detection algorithm
- recurrent neural networks
- fixed length