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Kaiguang Zhao


Last seen: 1 month ago |  Active since 2022

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Bayesian Changepoint Detection & Time Series Decomposition
Rbeast or BEAST is a Bayesian algorithm to detect changepoints and decompose time series into trend, seasonality, and abrupt cha...

1 year ago | 5 downloads |

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Answered
Find sudden jumps in signal
Here are some extra thoughts. Not sure about to what extent these will address your problem, but at least, some aspects (e.g., a...

2 years ago | 1

Answered
Structural Break in Time Series
Not familar with Eviews, but here are some thoughts borrowed from the answer to similar questions asked here. For self-ego, the ...

2 years ago | 0

Answered
How to perform piece-wise linear regression to determine break point?
Many excellent answers have been posted there. Apparently, numerous algorithms are possible for segmented regression and typical...

2 years ago | 5

Answered
Seasonal Breakdown from a Time Series data
Not sure how useful or relevant this will be to your specific need (plus this is an old question). Regardless, I want to share a...

2 years ago | 0

Answered
I have a series of wind speed data and how can i decompose it to seasonal and non-seasonal trends using VMD?
I know this is an old question plus I have never used VMD (variational mode decomposition) before. But just in case it is still ...

2 years ago | 0

Answered
How can I decompose a time series in linear Trend, Residual and Seasonal trend?
TLDR: One way to decompose time series is a Matlab tool called BEAST I developed. Below is a minimal example. eval(webread('htt...

2 years ago | 1

Answered
How to decompose a series into trend, seasonal, and residual components assuming an additive model?
Copied here is the same answer to your same question posted in another thread: Numerous time series decomposition algorithms a...

2 years ago | 1

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