Multivariate Time Series Change-Point Detection with a Novel Pearson-like Scaled Bregman Divergence
Change-point detection is a challenging problem that has a number of applications across various real-world domains. The primary objective of CPD is to identify specific time points where the underlying system undergoes transitions between different states, each characterized by its distinct data di...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-05-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/7/2/28 |