Bayesian Model Search for Nonstationary Periodic Time Series

DOI10.1080/01621459.2019.1623043zbMath1441.62245arXiv1810.09996OpenAlexW2897220100WikidataQ127802812 ScholiaQ127802812MaRDI QIDQ5120671

Mark Fiecas, Francis Lévi, Robert Huckstepp, Beniamino Hadj-Amar, Bärbel Finkenstädt Rand

Publication date: 15 September 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.09996

zbMATH Keywords

sleep apneareversible-jump MCMCchange-pointsBayesian spectral analysisultradian sleep cycles

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes ⋮ An empirical Bayes approach to incorporating demand intermittency and irregularity into inventory control ⋮ Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity ⋮ Identifying the recurrence of sleep apnea using a harmonic hidden Markov model ⋮ Time-varying auto-regressive models for count time-series

Uses Software

• astsa
• BayesSpec
• PRMLT

Cites Work

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