Modeling Piece-Wise Stationary Time Series

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Modeling Piece-Wise Stationary Time Series


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Modeling Piece-Wise Stationary Time Series

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We consider the problem of modeling piece-wise stationary time series. We propose a new, data-driven technique to automatically identify change-points and learn piece-wise stationary models. We do not assume prior knowledge of the stationary models or the
We consider the problem of modeling piece-wise stationary time series. We propose a new, data-driven technique to automatically identify change-points and learn piece-wise stationary models. We do not assume prior knowledge of the stationary models or the