TSPA Lab.

연구실 소개

This lab primarily conducts research on financial time series analysis, risk management, change point analysis and statistical process control, environmental and healthcare statistics, predictive analytics methodologies, and social science data analysis. Goodness-of-fit tests for models and extreme value theory are also major research areas. Recently, the lab has been focusing on developing hybrid methods that combine support vector machine and deep learning algorithms with existing time series models.