Timeline for Time series forecasting with change point detection
Current License: CC BY-SA 3.0
4 events
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| Nov 4, 2015 at 18:28 | comment | added | user78229 | This paper popped up today and seems relevant to your analysis but it doesn't mention "sequential modeling" although "trajectories" is clearly a close cognate" TribeFlow: Mining & Predicting User Trajectories arxiv.org/abs/1511.01032 | |
| Nov 3, 2015 at 16:13 | comment | added | user78229 | Tartakovsky's treatment is pretty advanced. And I'm not aware of any introductory papers on sequential analysis (apologies for that). Tartakovsky does teach at the Univ of Connecticut and would likely be amenable to a direct question regarding such resources, particularly since you've bought his book. | |
| Nov 3, 2015 at 15:47 | comment | added | user90772 | Thank you for the book suggestion and the workshop. I have already ordered the book and I will definitely have a look. As I guess you understand from my writing, I am a beginner practitioner. From the contents of the book, it seems to focus on the monitoring part, would you happen to know any other resources that incorporate the change point detection in the forecasting of future values? | |
| Nov 3, 2015 at 12:58 | history | answered | user78229 | CC BY-SA 3.0 |