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Modeling regimes with extremes: the bayesdfa package for identifying and forecasting common trends and anomalies in multivariate time-series data.

Eric J. WardC. Anderson SeanA. Damiano LuisE. Hunsicker MaryA. Litzow Michael
Published in: R J. (2019)
Keyphrases
  • multivariate time series data
  • multivariate time series
  • stochastic processes
  • predicting future
  • bayesian networks
  • temporal data
  • support vector
  • feature space
  • subspace clustering
  • dynamic bayesian networks