5 accepted papers
Time series analysis of non-Euclidean data is highly challenging and crucial for many real-world applications. We address the problem of detecting multiple changes in time series within these complex data spaces. Hadamard spaces, which encompass important data spaces like positive semidefinite matri…
Finding patterns in time series is crucial to understanding physical or physiological phenomena monitored with sensors. Convolutional sparse coding (CSC) methods, which approximate signals by a sparse combination of short signal templates (also called atoms), are well-suited for this task. Neverthel…
We propose a new approach for covariance change point detection applied to graph signals. Specifically, our method draws on the notion of graph stationarity to derive a relevant parameterization of the covariance matrix that can be used in a cost function. This parameterization allows prior graph kn…
Analyzing inter-individual variability of physiological functions is particularly appealing in medical and biological contexts to describe or quantify health conditions. Such analysis can be done by comparing individuals to a reference one with time series as biomedical data. This paper introduces a…
In this article, we propose an automatic procedure to calibrate change point detection algorithms. Our approach expands on the ability of an expert to provide very rough segmentation estimates, called partial annotations, for a few signal examples. Our contribution consists in a supervised strategy…