68 search results - page 1 / 14 » Sparse graphical modeling of piecewise-stationary time serie... |
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Graphical models are useful for capturing interdependencies of statistical variables in various fields. Estimating parameters describing sparse graphical models of stationary mul...
FLAIRS
2009
13 years 2 months ago
2009
Time series are found widely in engineering and science. We study multiagent forecasting in time series, drawing from literature on time series, graphical models, and multiagent s...
JMLR
2010
12 years 11 months ago
2010
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
NC
2006
13 years 4 months ago
2006
Multivariate Time Series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is...
JMLR
2010
12 years 11 months ago
2010
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...