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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...
Gardado en:
| Publicado en: | J Am Stat Assoc |
|---|---|
| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Taylor & Francis
2019
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| Assuntos: | |
| Acceso en liña: | 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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