Change Point Detection in Time Series via Multivariate Singular Spectrum Analysis
The objective of change-point detection (CPD) is to estimate the time of significant and abrupt changes in the dynamics of a system through multivariate time series observations. The setup of CPD covers a wide range of real-world problems such as quality control, medical diagnosis, speech recognitio...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/139610 |