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Volumn , Issue , 2009, Pages 345-352

Sequential Bayesian prediction in the presence of changepoints

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN; CHANGE-POINTS; CO-VARIANCE; COVARIANCE FUNCTION; GAUSSIAN PROCESSES; HYPERPARAMETERS; NONSTATIONARY; POSTERIOR DISTRIBUTIONS; PREDICTION ALGORITHMS; PREDICTIVE DISTRIBUTIONS; SEQUENTIAL ALGORITHM;

EID: 71149109292     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (34)

References (16)
  • 1
    • 70049099706 scopus 로고    scopus 로고
    • Technical Report, University of Cambridge, Cambridge, UK. arXiv:0710.3742vl [stat.ML
    • Adams, R. P., & MacKay, D. J. (2007). Bayesian online changepoint detection (Technical Report). University of Cambridge, Cambridge, UK. arXiv:0710.3742vl [stat.ML].
    • (2007) Bayesian online changepoint detection
    • Adams, R.P.1    MacKay, D.J.2
  • 4
    • 0001611076 scopus 로고
    • Hierarchical Bayesian analysis of change-point problems
    • Carlin, B. P., Gelfand, A. E., & Smith, A. F. M. (1992). Hierarchical Bayesian analysis of change-point problems. Applied statistics, 41, 389-405.
    • (1992) Applied statistics , vol.41 , pp. 389-405
    • Carlin, B.P.1    Gelfand, A.E.2    Smith, A.F.M.3
  • 6
    • 0000804982 scopus 로고
    • Estimating the Current Mean of a Normally Distributed Variable Which is Subject to Changes in Time
    • Chernoff, H., & Zacks, S. (1964). Estimating the Current Mean of a Normally Distributed Variable Which is Subject to Changes in Time. Annals of Mathematical Statistics, 35, 999-1028.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 999-1028
    • Chernoff, H.1    Zacks, S.2
  • 10
    • 0000263369 scopus 로고
    • Change-points in nonparametric regression analysis
    • Muller, H. (1992). Change-points in nonparametric regression analysis. Ann. Statist, 20, 737-761.
    • (1992) Ann. Statist , vol.20 , pp. 737-761
    • Muller, H.1
  • 14
    • 0039486629 scopus 로고    scopus 로고
    • Bayesian methods for change-point detection in long-range dependent processes
    • Ray, B., & Tsay, R. (2002). Bayesian methods for change-point detection in long-range dependent processes. Journal of Time Series Analysis, 23, 687-705.
    • (2002) Journal of Time Series Analysis , vol.23 , pp. 687-705
    • Ray, B.1    Tsay, R.2
  • 15
    • 0034313895 scopus 로고    scopus 로고
    • Extreme value statistics for novelty detection in biomedical data processing. Science, Measurement and Technology
    • Roberts, S. J. (2000). Extreme value statistics for novelty detection in biomedical data processing. Science, Measurement and Technology, IEE Proceedings. (pp. 363-367).
    • (2000) IEE Proceedings , pp. 363-367
    • Roberts, S.J.1
  • 16
    • 0036563021 scopus 로고    scopus 로고
    • Testing for homogeneity of variance in time series: Long memory, wavelets and the Nile River
    • Whitcher, B., Byers, S., Guttorp, P., & Percival, D. (2002). Testing for homogeneity of variance in time series: Long memory, wavelets and the Nile River. Water Resources Research, 38, 10-1029.
    • (2002) Water Resources Research , vol.38 , pp. 10-1029
    • Whitcher, B.1    Byers, S.2    Guttorp, P.3    Percival, D.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.