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Novel semi-metrics for multivariate change point analysis and anomaly detection

This paper proposes a new method for determining similarity and anomalies between time series, most practically effective in large collections of (likely related) time series, by measuring distances between structural breaks within such a collection. We introduce a class of semi-metric distance meas...

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Detalles Bibliográficos
Autores principales: James, Nick, Menzies, Max, Azizi, Lamiae, Chan, Jennifer
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7329734/
https://www.ncbi.nlm.nih.gov/pubmed/32834249
http://dx.doi.org/10.1016/j.physd.2020.132636