کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
416670 | 681393 | 2006 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bayesian multiscale analysis for time series data
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
A recently proposed Bayesian multiscale tool for exploratory analysis of time series data is reconsidered and umerous important improvements are suggested. The improvements are in the model itself, the algorithms to analyse it, and how to display the results. The consequence is that exact results can be obtained in real time using only a tiny fraction of the CPU time previously needed to get approximate results. Analysis of both real and synthetic data are given to illustrate our new approach. Multiscale analysis for time series data is a useful tool in applied time series analysis, and with the new model and algorithms, it is also possible to do such analysis in real time.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 3, 1 December 2006, Pages 1719–1730
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 3, 1 December 2006, Pages 1719–1730
نویسندگان
Tor Arne Øigård, Håvard Rue, Fred Godtliebsen,