136 search results - page 4 / 28 » Gaussian process for nonstationary time series prediction |
IJCNN
2006
IEEE
15 years 5 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
111
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APIN
2008
14 years 11 months ago
2008
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
103
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ICASSP
2011
IEEE
14 years 3 months ago
2011
IEEE
Many practical data streams are typically composed of several states known as regimes. In this paper, we invoke phase space reconstruction methods from non-linear time series and ...
LCN
1999
IEEE
15 years 4 months ago
1999
IEEE
A statistical analysis of Internet traffic measurements from a campus site is carried out to examine the influence of the constituent protocols and applications on the characteris...
AVSS
2006
IEEE
15 years 5 months ago
2006
IEEE
We propose a method for create a background model in non-stationary scenes. Each pixel has a dynamic Gaussian mixture model. Our approach can automatically change the number of Ga...