图 书 馆
首页 → 计算机科学技术
时间序列的渐近统计分析：聚类、变点和其它问题Asymptotic Statistical Analysis of Time Series: Clustering, Change Point, and Other Problems |
|
| 课程网址: | http://videolectures.net/onlinelearning2012_ryabko_time_series/ |
| 主讲教师: | Daniil Ryabko |
| 开课单位: | INRIA研究机构 |
| 开课时间: | 2013-05-28 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | A method for constructing asymptotically consistent efficient algorithms for various statistical problems concerning stationary ergodic time series is presented. The considered problems include clustering, hypothesis testing, change-point estimation and others. The presented approach is based on empirical estimates ofthe distributional distance. Some open problems are also discussed. |
| 关 键 词: | 统计问题; 时间序列; 聚类; 假设检验; 变点估计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2021-01-08：yumf |
| 阅读次数: | 103 |