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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Taylor & Francis
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7984273/ https://www.ncbi.nlm.nih.gov/pubmed/33814652 http://dx.doi.org/10.1080/01621459.2019.1623043 |