— In wireless communications, shadow fading can cause at least 6 dB power loss for 10% of the time [1]. Early detection of shadow fading plays an important part in facilitating t...
In this paper, we introduce SPIRIT (Streaming Pattern dIscoveRy in multIple Timeseries). Given n numerical data streams, all of whose values we observe at each time tick t, SPIRIT...
Background: Modelling of time series data should not be an approximation of input data profiles, but rather be able to detect and evaluate dynamical changes in the time series dat...
Ryoko Morioka, Shigehiko Kanaya, Masami Y. Hirai, ...
We combine Bayesian online change point detection with Gaussian processes to create a nonparametric time series model which can handle change points. The model can be used to loca...
Change Point Discovery is a basic algorithm needed in many time series mining applications including rule discovery, motif discovery, casual analysis, etc. Several techniques for c...