Dynamic Model Selection With its Applications to Novelty Detection

DOI10.1109/TIT.2007.896890zbMATH Open1325.94041MaRDI QIDQ3548858FDOQ3548858

Authors: Kenji Yamanishi, Yuko Maruyama 

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Recommendations

• Consistency of minimum description length model selection for piecewise stationary time series models
• Model Selection and the Principle of Minimum Description Length
• Discussion of a model selection method in time-series mixture models
• On a criterion for the selection of models for stationary time series
• Model Selection Using the Minimum Description Length Principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited In (3)

• Latent variable mining with its applications to anomalous behavior detection
• Signal-detection with \(d' \equiv 0\): a dynamic model for binary prediction
• Sequential network change detection with its applications to ad impact relation analysis

This page was built for publication: Dynamic Model Selection With its Applications to Novelty Detection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3548858)