Hi there 👋🏼 I’m Young Geun Kim

Thanks for visiting my page:

I’m...

• 🧑🏼‍🎓 Ph.D. in Statistics, Sungkyunkwan University (SKKU)

  • Dissertation title: Bayesian Modeling and Forecasting of High Dimensional Long Range Dependent Time Series
  • Advisor: Changryong Baek
• 🧑🏼‍🎓 BEc in Statistics, SKKU
• 🤔 I’m interested in time series, especially
• High-dimensional time series analysis/forecasting,
• Long-range dependency,

  • Vector heterogeneous autoregressive (VHAR) model
• Bayesian econometrics,

  • Bayesian VAR/VHAR
• and Anomaly detection

🧑🏼‍💻 I spent my time in github…

✍🏻 My research works

Bayesian Vector Heterogeneous Autoregressive Modeling
Residual Size is Not Enough for Anomaly Detection: Improving Detection Performance using Residual Similarity in Multivariate Time Series
Revitalizing Self-Organizing Map: Anomaly Detection using Forecasting Error Patterns
Contextual Anomaly Detection by Correlated Probability Distributions using Kullback-Leibler Divergence
Apparatus and method for detecting outliers in cyber-physical systems