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cs.LG2011
Two Projection Pursuit Algorithms for Machine Learning under Non-Stationarity
Duncan A. J. Blythe
This thesis derives, tests and applies two linear projection algorithms for machine learning under non-stationarity. The first finds a direction in a linear space upon which a data…
cs.LG2011★ 57 cited
Feature Extraction for Change-Point Detection using Stationary Subspace Analysis
Duncan Blythe, Paul von Bünau, Frank Meinecke +1
Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this pa…