Change Point Detection for Diversely Distributed Stochastic Processes Using a Probabilistic Method
Unpredicted deviations in time series data are called change points. These unexpected changes indicate transitions between states. Change point detection is a valuable technique in modeling to estimate unanticipated property changes underlying time series data. It can be applied in different areas l...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-08-01
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| Series: | Inventions |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2411-5134/4/3/42 |