WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data

Kamil Faber, Roberto Corizzo, Bartlomiej Sniezynski, Michael Baron, Nathalie Japkowicz. WATCH: Wasserstein Change Point Detection for High-Dimensional Time Series Data. In 2021 IEEE International Conference on Big Data (Big Data), Orlando, FL, USA, December 15-18, 2021. pages 4450-4459, IEEE, 2021. [doi]

Abstract

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