Non-parametric Structural Change Detection in Predictive Relationships

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Presentation transcript:

Non-parametric Structural Change Detection in Predictive Relationships Supervisors Pekka Malo (Assistant Professor, Department of Information and Service Management) Pauliina Ilmonen (Assistant Professor, Department of Mathematics and Systems Analysis) Sources of funding Tekes, HSE Foundation, Matti Lehti, The Foundation for Economic Education Research contributions Development of a new algorithm for structural change detection Deployment a corresponding R-package News data application Olga Gorskikh 4th year Phd student

Non-parametric Structural Change Detection in Predictive Relationships Published papers Splitting Algorithm for Detecting Structural Changes in Predictive Relationships (Gorskikh Olga), In: Perner P. (eds) Advances in Data Mining. Applications and Theoretical Aspects. ICDM 2016. Lecture Notes in Computer Science, vol 9728. Springer, Cham, ISBN: 978-3-31941560-4 Nonparametric Splitting Algorithm for Detecting Structural Changes in Predictive Relationships (Gorskikh Olga, Malo Pekka, Ilmonen Pauliina), ACM 2017, ICCDA’17 Proceedings of the International Conference on Compute and Data Analysis, 143-149, ISBN: 978-1-4503-5241-3 Non-parametric Structural Change Detection in Multivariate Systems (Pekka Malo, Lauri Vitasaari, Olga Gorskikh, Pauliina Ilmonen), Submitted 2018 Olga Gorskikh 4th year Phd student