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Bayesian Approaches to High-Dimensional Long-Range-Dependent Time Series
Forecast high-dimensional long-memory time series using Bayesian Vector Heterogeneous Autoregressive (BVHAR) model
Changryong Baek
,
Young Geun Kim
Last updated on Jan 4, 2025
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Code
Dataset
Coffee-ECG Experiment
Experiment about caffeine effect to ECG (average heart rate), based on Latin square design.
Young Geun Kim
Last updated on Apr 26, 2024
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Appendix
Causal Inference course project
Estimate propensity score using machine learning.
Young Geun Kim
Last updated on Apr 26, 2024
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PDF
Code
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Slides
Anomaly detection in Cyber-Physical Systems
Anomaly detection based on the deep neural network error.
Simon S. Woo
,
Yujin Shin
,
Sangyup Lee
,
Shahroz Tariq
,
Young Geun Kim
,
Jinwoo Cho
,
Seoyoung Park
,
Youngrok Choi
Last updated on Oct 2, 2023
project
Data - SWaT
Data - HAI
R
Python
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Nonparametric statistics course project
Estimate conditional value-at-risk and conditional expected shortfall in nonparametric way.
Young Geun Kim
Last updated on Apr 26, 2024
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