This study proposed a Bayesian nonparametric framework to capture implicitly hidden structure in time-series having limited data. The proposed framework, a Gaussian process with a spectral mixture kernel, was applied to time-series process for insider-threat detection. The proposed framework addresses two current challenges when analyzing quite noisy time-series having limited data whereby the time series are visualized for noticeable structure such as periodicity, growing or decreasing trends and hard coding them into pre-specified functional forms.
Incase you missed it, here is a recording of my talk on Introduction to Probabilisitic Machine Learning at the Las Vegas R & Data Science Meetup groups. I introduced probabilistic machine learning and probabilistic programming with Stan. I discussed the basics of machine learning from a probabilistic/Bayesian perspective and contrasted it with traditional/algorithmic machine learning