Greedy Gaussian segmentation of multivariate time series (Q2324258)
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scientific article; zbMATH DE number 7103449
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Greedy Gaussian segmentation of multivariate time series |
scientific article; zbMATH DE number 7103449 |
Statements
Greedy Gaussian segmentation of multivariate time series (English)
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11 September 2019
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time series analysis
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change-point detection
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financial regimes
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text segmentation
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covariance regularization
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greedy algorithms
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0.787615954875946
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0.7787599563598633
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0.748271644115448
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0.74803626537323
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0.740200400352478
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