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Learning Stable Multivariate Baseline Models for Outbreak Detection
Content Type: Abstract
We propose a novel technique for building generative models of real-valued multivariate time series data streams. Such models are of considerable utility as baseline simulators in anomaly detection systems. The proposed algorithm, based on Linear… read more… it is important that any baseline model scales to mul- tidimensional observations. In many cases, different … A. At every time step, a higher-dimensional observation y is emit- ted according to another linear transformation. …