A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series

@inproceedings{Chandola2011AGP,
  title={A Gaussian Process Based Online Change Detection Algorithm for Monitoring Periodic Time Series},
  author={Varun Chandola and Ranga Raju Vatsavai},
  booktitle={SDM},
  year={2011}
}
Online time series change detection is a critical component of many monitoring systems, such as space and air-borne remote sensing instruments, cardiac monitors, and network traffic profilers, which continuously analyze observations recorded by sensors. Data collected by such sensors typically has a periodic component. Most existing time series change detection methods are not directly applicable to handle such data, either because they are not designed to handle periodic time series or because… CONTINUE READING
Highly Cited
This paper has 18 citations. REVIEW CITATIONS