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    IJON
    2007
    118views more  IJON 2007»
    CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
    13 years 8 months ago
    CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
    Download  www.lce.hut.fi
    This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
    Simo Särkkä, Aki Vehtari, Jouko Lampinen
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    ICMLA
    2008
    244views Machine Learning» more  ICMLA 2008»
    A Bayesian Approach to Switching Linear Gaussian State-Space Models for Unsupervised Time-Series Segmentation
    13 years 10 months ago
    A Bayesian Approach to Switching Linear Gaussian State-Space Models for Unsupervised Time-Series Segmentation
    Download  www.kyb.tuebingen.mpg.de
    Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Ba...
    Silvia Chiappa
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    PADS
    1996
    ACM
    104views Modeling and Simulation» more  PADS 1996»
    The Dynamic Load Balancing of Clustered Time Warp for Logic Simulation
    14 years 22 days ago
    The Dynamic Load Balancing of Clustered Time Warp for Logic Simulation
    Download  www.cs.mcgill.ca
    Hervé Avril, Carl Tropper
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    ICASSP
    2011
    IEEE
    265views Signal Processing» more  ICASSP 2011»
    Sparse graphical modeling of piecewise-stationary time series
    13 years 9 days ago
    Sparse graphical modeling of piecewise-stationary time series
    Download  mirlab.org
    Graphical models are useful for capturing interdependencies of statistical variables in various fields. Estimating parameters describing sparse graphical models of stationary mul...
    Daniele Angelosante, Georgios B. Giannakis
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    APIN
    2008
    305views more  APIN 2008»
    A generalized model for financial time series representation and prediction
    13 years 8 months ago
    A generalized model for financial time series representation and prediction
    Download  www.cse.ust.hk
    Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
    Depei Bao
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