An L₀-norm regularized method for multivariate time series segmentation
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An \(L 0\)-norm regularized method for multivariate time series segmentation
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Cites work
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- A computationally efficient nonparametric approach for changepoint detection
- A dynamic programming segmentation procedure for hydrological and environmental time series
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
- A test for a change in a parameter occurring at an unknown point
- An online kernel change detection algorithm
- BayesProject: fast computation of a projection direction for multivariate changepoint detection
- CONTINUOUS INSPECTION SCHEMES
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Detecting simultaneous change points in multiple sequences
- Detection and localization of change-points in high-dimensional network traffic data
- Distributed detection/localization of change-points in high-dimensional network traffic data
- Estimating the number of change-points via Schwarz' criterion
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Greedy Gaussian segmentation of multivariate time series
- scientific article; zbMATH DE number 2146946 (Why is no real title available?)
- Long memory of financial time series and hidden Markov models with time-varying parameters
- Matrix Analysis and Computations
- Modified dynamic programming approach for offline segmentation of long hydrometeorological time series
- Modified Gath-Geva clustering for fuzzy segmentation of multivariate time-series
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple changepoint detection in categorical data streams
- Multiscale change point inference. With discussion and authors' reply
- On Inexact Preconditioners for Nonsymmetric Matrices
- On optimal multiple changepoint algorithms for large data
- Optimal detection of changepoints with a linear computational cost
- Using penalized contrasts for the change-point problem
Cited in
(6)- Greedy Gaussian segmentation of multivariate time series
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series
- A Total Variation Based Method for Multivariate Time Series Segmentation
- Robust multiscale estimation of time-average variance for time series segmentation
- Segmentation of ARX-models using sum-of-norms regularization
- Segmentation, classification and denoising of a time series field by a variational method
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