Sciweavers

192 search results - page 27 / 39
» Bayesian time series classification
Sort
View
JMLR
2010
157views more  JMLR 2010»
13 years 2 months ago
Why are DBNs sparse?
Real stochastic processes operating in continuous time can be modeled by sets of stochastic differential equations. On the other hand, several popular model families, including hi...
Shaunak Chatterjee, Stuart Russell
DMIN
2006
239views Data Mining» more  DMIN 2006»
13 years 9 months ago
Mining of Stock Data: Intra- and Inter-Stock Pattern Associative Classification
In this paper, a pattern-based stock data mining approach which transforms the numeric stock data to symbolic sequences, carries out sequential and non-sequential association analy...
Jo Ting, Tak-Chung Fu, Fu-Lai Chung
ICASSP
2011
IEEE
12 years 11 months ago
Data-driven fMRI group classification using connected components and Gaussian process classifiers
Functional magnetic resonance imaging (fMRI) is a popular tool for studying brain activity due to its non-invasiveness. Conventionally an expected response needs to be available f...
Sarah Lee, Fernando Zelaya, Yohan Samarasinghe, St...
CMSB
2006
Springer
13 years 11 months ago
Regulatory Network Reconstruction Using Stochastic Logical Networks
Abstract. This paper presents a method for regulatory network reconstruction from experimental data. We propose a mathematical model for regulatory interactions, based on the work ...
Bartek Wilczynski, Jerzy Tiuryn
CSDA
2010
99views more  CSDA 2010»
13 years 7 months ago
Robust M-estimation of multivariate GARCH models
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Kris Boudt, Christophe Croux