Fast Change Point Detection for electricity market analysis

William Gu, Jaesik Choi, Ming Gu, Horst D. Simon, Kesheng Wu. Fast Change Point Detection for electricity market analysis. In Xiaohua Hu, Tsau Young Lin, Vijay Raghavan, Benjamin W. Wah, Ricardo A. Baeza-Yates, Geoffrey Fox, Cyrus Shahabi, Matthew Smith, Qiang Yang 0001, Rayid Ghani, Wei Fan, Ronny Lempel, Raghunath Nambiar, editors, Proceedings of the 2013 IEEE International Conference on Big Data, 6-9 October 2013, Santa Clara, CA, USA. pages 50-57, IEEE, 2013. [doi]

Abstract

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