Efficient search methods for high dimensional time-series
This thesis looks at developing efficient methodology for analysing high dimensional time-series, with an aim of detecting structural changes in the properties of the time series that may affect only a subset of dimensions. Firstly, we develop a Bayesian approach to analysing multiple time-series wi...
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Lancaster University
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.733543 |