We propose a method that detects the true direction of time series, by fitting an autoregressive moving average model to the data. Whenever the noise is independent of the previou...
— 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...
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...
In many settings, data is collected as multiple time series, where each recorded time series is an observation of some underlying dynamical process of interest. These observations...
John Cunningham, Zoubin Ghahramani, Carl Edward Ra...