Bayesian Model for Multiple Change-Points Detection in Multivariate Time Series

Flore Harle, Florent Chatelain, Cédric Gouy-Pailler, Sophie Achard. Bayesian Model for Multiple Change-Points Detection in Multivariate Time Series. IEEE Transactions on Signal Processing, 64(16):4351-4362, 2016. [doi]

Abstract

Abstract is missing.