Blind Change Point Detection And Regime Segmentation Using Gaussian Process Regression
نویسنده
چکیده
........................................................................................... iv LIST OF FIGURES.................................................................................. vii LIST OF SYMBOLS................................................................................ ix LIST OF ABBREVIATIONS........................................................................ x CHAPTER 1: INTRODUCTION................................................................... 1 1.1 LITERATURE REVIEW............................................................... 4 1.2 MOTIVATION......................................................................... 8 CHAPTER 2: METHODLOGY.................................................................. 11 2.1 PROPOSED PIPELINE.............................................................. 11 2.2 BACKGROUND...................................................................... 17 CHAPTER 3: RESULTS........................................................................... 25 3.1 THE DATA............................................................................ 25 3.2 PIPELINE SPECIFICATION....................................................... 27 3.3 RESULTS ON SYNTHETIC DATA................................................ 28
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تاریخ انتشار 2017