6 search results - page 1 / 2 » Change-Point Detection in Time-Series Data Based on Subspace... |
ICDM
2007
IEEE
14 years 5 months ago
2007
IEEE
SDM
2009
SIAM
14 years 8 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
14 years 4 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 11 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
14 years 3 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 ...