Optimal Transport Based Change Point Detection and Time Series Segment Clustering

no code implementations • 4 Nov 2019 • Kevin C. Cheng, Shuchin Aeron, Michael C. Hughes, Erika Hussey, Eric L. Miller

Two common problems in time series analysis are the decomposition of the data stream into disjoint segments that are each in some sense "homogeneous" - a problem known as Change Point Detection (CPD) - and the grouping of similar nonadjacent segments, a problem that we call Time Series Segment Clustering (TSSC).

Change Point Detection Clustering +2