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Bayesian Modeling for Vector Heterogeneous Autoregressive Model
Extend Bayesian VAR (BVAR) to Vector Heterogeneous Autoregressive (VHAR) model
Changryong Baek
,
Young Geun Kim
Last updated on Apr 26, 2024
project
Data - ETF VIX
R
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
project
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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
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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
Team
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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