Detection of trend changes in time series using Bayesian inference
نویسندگان
چکیده
منابع مشابه
Detection of trend changes in time series using bayesian inference.
Change points in time series are perceived as isolated singularities where two regular trends of a given signal do not match. The detection of such transitions is of fundamental interest for the understanding of the system's internal dynamics or external forcings. In practice observational noise makes it difficult to detect such change points in time series. In this work we elaborate on a bayes...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2011
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.84.021120