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Found 5 papers, 3 papers with code
Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter
In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distribution of the hidden state.
Subset Multivariate Collective And Point Anomaly Detection
In recent years, there has been a growing interest in identifying anomalous structure within multivariate data streams.
A linear time method for the detection of point and collective anomalies
Theoretical results establish the consistency of CAPA at detecting collective anomalies and, as a by-product, the consistency of a popular penalised cost based change in mean and variance detection method.
Minimum Spectral Connectivity Projection Pursuit
We study the problem of determining the optimal low dimensional projection for maximising the separability of a binary partition of an unlabelled dataset, as measured by spectral graph theory.
Efficient penalty search for multiple changepoint problems
The computational complexity of this approach can be linear in the number of data points and linear in the difference between the number of changepoints in the optimal segmentations for the smallest and largest penalty values.
