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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...
Autores principales: | James, Nick, Menzies, Max, Azizi, Lamiae, Chan, Jennifer |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2020
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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 |
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