REGIME AWARE LEARNING Regime Aware Learning

Abstract

We propose a regime aware learning algorithm to learn a sequence of Bayesian networks (BNs) that model a system that undergoes regime changes. The last BN in the sequence represents the system’s current regime, and should be used for BN inference. To explore the feasibility of the algorithm, we create baseline tests against learning a singe BN, and show… (More)

9 Figures and Tables

Topics

  • Presentations referencing similar topics