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» Dynamic simulation for time series modeling
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WSC
2007
13 years 11 months ago
Folded standardized time series area variance estimators for simulation
We estimate the variance parameter of a stationary simulation-generated process using “folded” versions of standardized time series area estimators. We formulate improved vari...
Claudia Antonini, Christos Alexopoulos, David Gold...
AINA
2008
IEEE
14 years 3 months ago
Missing Value Estimation for Time Series Microarray Data Using Linear Dynamical Systems Modeling
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
Connie Phong, Raul Singh
PKDD
2009
Springer
155views Data Mining» more  PKDD 2009»
14 years 3 months ago
Dynamic Factor Graphs for Time Series Modeling
Abstract. This article presents a method for training Dynamic Factor Graphs (DFG) with continuous latent state variables. A DFG includes factors modeling joint probabilities betwee...
Piotr W. Mirowski, Yann LeCun
ICML
2010
IEEE
13 years 9 months ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling
BIOCOMP
2006
13 years 10 months ago
Dynamic Bayesian Network (DBN) with Structure Expectation Maximization (SEM) for Modeling of Gene Network from Time Series Gene
Exploring gene regulatory network is a key topic in molecular biology. In this paper, we present a new dynamic Bayesian network (DBN) framework embedded with structural expectatio...
Yu Zhang, Zhidong Deng, Hongshan Jiang, Peifa Jia