6 search results - page 1 / 2 » Change-Point Detection in Time-Series Data Based on Subspace... |
ICDM
2007
IEEE
13 years 11 months ago
2007
IEEE
SDM
2009
SIAM
14 years 1 months ago
2009
SIAM
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...
SSD
2005
Springer
13 years 10 months ago
2005
Springer
In this paper, we propose a novel approach to address the problem of change detection in time series data. Our approach is based on wavelet footprints proposed originally by the si...
VLDB
2007
ACM
14 years 4 months ago
2007
ACM
Market analysis is a representative data analysis process with many applications. In such an analysis, critical numerical measures, such as profit and sales, fluctuate over time a...
AIMDM
1999
Springer
13 years 9 months ago
1999
Springer
This paper describes an approach to the detection of events in complex, multi-channel, high frequency data. The example used is that of detecting the re-siting of a transcutaneous ...