Research

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All Statistics Time Series Deep Learning R Python
Last updated on Jan 4, 2025 project
Bayesian Approaches to High-Dimensional Long-Range-Dependent Time Series
Bayesian Approaches to High-Dimensional Long-Range-Dependent Time Series

Forecast high-dimensional long-memory time series using Bayesian Vector Heterogeneous Autoregressive (BVHAR) model
Code Dataset
Last updated on Oct 2, 2023 project
Anomaly detection in Cyber-Physical Systems
Anomaly detection in Cyber-Physical Systems

Anomaly detection based on the deep neural network error.
Data - SWaT Data - HAI R Python Team

Toy Projects

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All Statistics Time Series Simulation R R packages Python
Last updated on Apr 26, 2024 project
Coffee-ECG Experiment
Coffee-ECG Experiment

Experiment about caffeine effect to ECG (average heart rate), based on Latin square design.
Code Project Slides Dataset Appendix
Last updated on Apr 26, 2024 project
Causal Inference course project
Causal Inference course project

Estimate propensity score using machine learning.
PDF Code Project Slides
Last updated on Apr 26, 2024 project
Nonparametric statistics course project
Nonparametric statistics course project

Estimate conditional value-at-risk and conditional expected shortfall in nonparametric way.
PDF Code Project Slides
Last updated on Apr 26, 2024 code
youngtool: Research Tool Package
youngtool: Research Tool Package

Made an R package helping statistical research, especially, simulation study.
Last updated on Apr 26, 2024 code
rmdtool: R markdown tool package
rmdtool: R markdown tool package

Built an R package that includes my private tools for writing R markdown documents