Author:
Pauli Dirk,Lorion Yann,Feller Sebastian,Rupp Benjamin,Timm Ingo J.
Publisher
Springer Berlin Heidelberg
Reference34 articles.
1. Perron, P.: Dealing with Structural Breaks. Palgrave handbook of econometrics 1, 278–352 (2006)
2. Kawahara, Y., Sugiyama, M.: Change-point Detection in Time Series Data by Direct Density-Ratio Estimation. In: Proceedings of 2009 SIAM International Conference on Data Mining (SDM 2009), pp. 389–400 (2009)
3. Markou, M., Singh, S.: Novelty Detection: a Review–Part 1: Statistical Approaches. Signal Processing 83, 2481–2497 (2003)
4. Guralnik, V., Srivastava, J.: Event Detection from Time Series Data. In: Proceedings of the 5th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, pp. 33–42. ACM (1999)
5. Ma, J., Perkins, S.: Time Series Novelty Detection Using One-class Support Vector Machines. In: Proceedings of the International Joint Conference on Neural Networks, vol. 3, pp. 1741–1745 (2003)