Several spatio-temporal data collected in many applications, such as fMRI data in medical applications, can be represented as a Multivariate Time Series (MTS) matrix with m rows (...
This paper describes an unsupervised algorithm for segmenting categorical time series into episodes. The VOTING-EXPERTS algorithm first collects statistics about the frequency an...
We address the problem of capturing and tracking local correlations among time evolving time series. Our approach is based on comparing the local auto-covariance matrices (via the...
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...
The problem of finding anomaly has received much attention recently. However, most of the anomaly detection algorithms depend on an explicit definition of anomaly, which may be i...
Ada Wai-Chee Fu, Oscar Tat-Wing Leung, Eamonn J. K...