569 search results - page 14 / 114 » Dynamic Factor Graphs for Time Series Modeling |
JMLR
2011
13 years 3 months ago
2011
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
JMLR
2010
13 years 3 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...
APCCAS
2006
IEEE
14 years 2 months ago
2006
IEEE
— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
ICASSP
2011
IEEE
13 years 9 days ago
2011
IEEE
Correlated equilibria are a generalization of Nash equilibria that permit agents to act in a correlated manner and can therefore, model learning in games. In this paper we define...
ICDM
2008
IEEE
14 years 3 months ago
2008
IEEE
Event detection is a critical task in sensor networks, especially for environmental monitoring applications. Traditional solutions to event detection are based on analyzing one-sh...