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What
is it? |
OpenBDLM is a Matlab open-source software
developed to use Bayesian Dynamic Linear Models for time series
analysis having time steps in the order of one hour or higher. OpenBDLM
is capable to process simultaneously several time series data to
interpret, monitor and predict their long-term behavior. The approach
works by modeling the raw time series using a superposition of hidden
state variables describing the baseline, external effects and
residuals. OpenBDLM includes an anomaly detection tool which allows to
detect abnormal behavior in a fully probabilistic framework. OpenBDLM
handles time series with missing data and non-uniform timestep vector. |
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How
to cite? |
OpenBDLM,
an Open-Source Software for Structural Health Monitoring using Bayesian
Dynamic Linear Models Gaudot, I., Nguyen, L.H., Khazaeli S. and Goulet, J.-A. In the proceedings from the 13th International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP13), May 2019 [PDF] [EndNote] [BibTex] |
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Where to
download it? |
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| Bayesian
Dynamic Linear Model for time-series analysis