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Bayesian Model Search for Nonstationary Periodic Time Series

We propose a novel Bayesian methodology for analyzing nonstationary time series that exhibit oscillatory behavior. We approximate the time series using a piecewise oscillatory model with unknown periodicities, where our goal is to estimate the change-points while simultaneously identifying the poten...

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Detalhes bibliográficos
Publicado no:J Am Stat Assoc
Main Authors: Hadj-Amar, Beniamino, Rand, Bärbel Finkenstädt, Fiecas, Mark, Lévi, Francis, Huckstepp, Robert
Formato: Artigo
Idioma:Inglês
Publicado em: Taylor & Francis 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7984273/
https://ncbi.nlm.nih.gov/pubmed/33814652
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2019.1623043
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