Hi there 👋🏼 I’m Young Geun Kim 
Thanks for visiting my page:
- 🧑🏼🎓 BEc in Statistics, Sungkyunkwan University (SKKU)
- 🔭 I’m a Ph.D. Candidate in department of statistics, SKKU
- 🤔 I’m interested in time series, especially
- Long-range dependency,
-
Vector autoregression,
- Modeling and forecasting
- High dimensional time series
- Heterogeneous autoregression (HAR)
-
Bayesian econometrics,
- Bayesian VAR modeling
- Nowcasting
- and Anomaly detection
- 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