Change Point Detection by Sparse Parameter Estimation
نویسندگان
چکیده
منابع مشابه
Change Point Detection by Sparse Parameter Estimation
The contribution is focused on change point detection in a one-dimensional stochastic process by sparse parameter estimation from an overparametrized model. A stochastic process with change in the mean is estimated using dictionary consisting of Heaviside functions. The basis pursuit algorithm is used to get sparse parameter estimates. The mentioned method of change point detection in a stochas...
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ژورنال
عنوان ژورنال: Informatica
سال: 2011
ISSN: 0868-4952,1822-8844
DOI: 10.15388/informatica.2011.319