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基于编码的稳定变点检测方法AI 解读

Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number of change points and their locations along the temporal axis. We develop a structural subsampling procedure such that the observations are encoded into multiple sequences of Bernoulli variables. A maximum likelihood approach in conjunction with a newly developed searching algorithm is implemented to…

通过分解多元时间序列发现动态系统的多个阶段AI 解读

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor Segmentation(HFS) technique. This expanded approach proposes a systematic protocol of choosing various extreme events in multi-dimensional space. Upon each chosen event, an empirical distribution of event-recurrence, or waiting time…