Greedy Gaussian segmentation of multivariate time series (Q2324258)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Greedy Gaussian segmentation of multivariate time series |
scientific article |
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Greedy Gaussian segmentation of multivariate time series (English)
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11 September 2019
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time series analysis
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change-point detection
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financial regimes
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text segmentation
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covariance regularization
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greedy algorithms
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