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Bayesian change-point modeling with segmented ARMA model
Time series segmentation aims to identify segment boundary points in a time series, and to determine the dynamical properties corresponding to each segment. To segment time series data, this article presents a Bayesian change-point model in which the data within segments follows an autoregressive mo...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6312324/ https://www.ncbi.nlm.nih.gov/pubmed/30596668 http://dx.doi.org/10.1371/journal.pone.0208927 |