Skip navigation
Skip navigation

Coding of non-stationary sources as a foundation for detecting change points and outliers in binary time-series

Sunehag, Peter; Shao, Wen; Hutter, Marcus

Description

An interesting scheme for estimating and adapting distributions in real-time for non-stationary data has recently been the focus of study for several different tasks relating to time series and data mining, namely change point detection, outlier detection and online compression/sequence prediction. An appealing feature is that unlike more sophisticated procedures, it is as fast as the related stationary procedures which are simply modified through discounting or windowing. The discount scheme...[Show more]

CollectionsANU Research Publications
Date published: 2012-12
Type: Conference paper
URI: http://hdl.handle.net/1885/14727

Download

File Description SizeFormat Image
Sunehag et al Coding of Non Stationary Sources 2012.pdf295.96 kBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator