2010 NIPS NeurIPS 2010

Fast detection of multiple change-points shared by many signals using group LARS

Abstract

We present a fast algorithm for the detection of multiple change-points when each is frequently shared by members of a set of co-occurring one-dimensional signals. We give conditions on consistency of the method when the number of signals increases, and provide empirical evidence to support the consistency results.

🌉 Interdisciplinary Bridge — Data Science & Analytics and Machine Learning and Mathematics & Optimization
📈 Trend Setter — Time Series Analysis
🧭 Keyword Pioneer — group lars
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Security & Privacy, Speech & Audio
🐣 Hot Topic Early Bird — time series analysis