The comparison of algorithms in change-points problem.
A fast two stage (TS) algorithm by window method is proposed. First, we apply the window method by using the log-likelihood ratio measure to find a subset of candidate change-points; and use dynamic programming (DP) algorithm on the chosen subset to obtain good initial change-points which will be pr...
| Published in: | Journal of Applied Science and Engineering 15, 1 (2012). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |