Bayesian nonparametric change point detection for multivariate time series with missing observations

DOI10.1016/j.ijar.2021.12.019OpenAlexW4206766461MaRDI QIDQ2077010

Luca Danese, Riccardo Corradin, Andrea Ongaro

Publication date: 22 February 2022

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2021.12.019

zbMATH Keywords

multivariate time seriescompositional datafunctional datamodel based clusteringBayesian nonparametricchange point detection

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

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