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...

Full beskrivning

Sparad:
Bibliografiska uppgifter
I publikationen:J Am Stat Assoc
Huvudupphovsmän: Hadj-Amar, Beniamino, Rand, Bärbel Finkenstädt, Fiecas, Mark, Lévi, Francis, Huckstepp, Robert
Materialtyp: Artigo
Språk:Inglês
Publicerad: Taylor & Francis 2019
Ämnen:
Theory and Methods
Länkar: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
Taggar: Lägg till en tagg
Inga taggar, Lägg till första taggen!

Liknande verk