New approach to the segmentation problem for time series of arbitrary nature

DOI10.1134/S0081543814080045zbMATH Open1327.62464MaRDI QIDQ492165FDOQ492165

Authors: B. S. Darkhovskij, Alexandra Piryatinska 

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Combinatorial foundations of information theory and the calculus of probabilities
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• On an approach to the estimation of the complexity of curves (using as an example an electroencephalogram of a Human being)
• Quickest detection problems: fifty years later
• On stochastic models and optimal methods in the quickest detection problems
• Quickest detection of changes in the generating mechanism of a time series via the \(\epsilon\)-complexity of continuous functions

Cited In (15)

• Quickest detection of changes in the generating mechanism of a time series via the \(\epsilon\)-complexity of continuous functions
• Title not available (Why is that?)
• On the complexity and dimension of continuous finite-dimensional maps
• Entropy-randomized projection
• ClaSP: parameter-free time series segmentation
• Neural circuits for dynamics-based segmentation of time series
• Robust multiscale estimation of time-average variance for time series segmentation
• Segmentation, classification and denoising of a time series field by a variational method
• Multiscale and multilevel technique for consistent segmentation of nonstationary time series
• Title not available (Why is that?)
• Time series segmentation using a novel adaptive eigendecomposition algorithm
• Model-free classification of panel data via the \(\epsilon\)-complexity theory
• Bayesian quickest change detection for unnormalized and score-based models
• Classification of multivariate time series of arbitrary nature based on the \(\epsilon \)-complexity theory
• Moving Sum Data Segmentation for Stochastic Processes Based on Invariance

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