Although TD-Gammon is one of the major successes in machine learning, it has not led to similar impressive breakthroughs in temporal difference learning for other applications or ...
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 ...
Inference of latent variables from complicated data is one important problem in data mining. The high dimensionality and high complexity of real world data often make accurate infe...
We seek the scene interpretation that best explains image data. For example, we may want to infer the projected velocities (scene) which best explain two consecutive image frames ...
Probabilistic models of the performance of computer systems are useful both for predicting system performance in new conditions, and for diagnosing past performance problems. The ...