Image search engines tend to return a large number of images which the engines consider to be relevant, and such pool of results generally is very large and may be regarded to be ...
In this paper, an improvement to the E step of the EM algorithm for nonlinear state-space models is presented. We also propose strategies for model structure selection when the EM-...
In this paper, a global methodology for the long-term prediction of time series is proposed. This methodology combines direct prediction strategy and sophisticated input selection...
Antti Sorjamaa, Jin Hao, Nima Reyhani, Yongnan Ji,...
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...