Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Time series"
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Hidden states, hidden structures: Bayesian learning in time series models
(University of CambridgeDepartment of Engineering, 20140610)This thesis presents methods for the inference of system state and the learning of model structure for a number of hiddenstate time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...