LAG 1 ONLINE CHANGEPOINT DETECTION WITH BAYESIAN INFERENCE
Stationarity is a key assumption in sequential data analysis, the violation of which would render many prediction and estimation models inaccurate. In numerous cases, a process’ nonstationarity can be characterized by changepoints, which are points in the sequence where parameters of the underlyi...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/30566 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |