• Corpus ID: 88524836

Time Series Analysis of the Southern Oscillation Index using Bayesian Additive Regression Trees

@article{Merwe2018TimeSA,
  title={Time Series Analysis of the Southern Oscillation Index using Bayesian Additive Regression Trees},
  author={Sean van der Merwe},
  journal={arXiv: Applications},
  year={2018}
}
Bayesian additive regression trees (BART) is a regression technique developed by Chipman et al. (2008). Its usefulness in standard regression settings has been clearly demonstrated, but it has not been applied to time series analysis as yet. We discuss the difficulties in applying this technique to time series analysis and demonstrate its superior predictive capabilities in the case of a well know time series: the Southern Oscillation Index. 

Adaptive bayesian sum of trees model for covariate dependent spectral analysis.

The proposed method can recover both smooth and abrupt changes in the power spectrum across multiple covariates and is used to study gait maturation in young children by evaluating age-related changes in power spectra of stride interval time series in the presence of other covariates.

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