136 search results - page 10 / 28 » Gaussian process for nonstationary time series prediction |
CSDA
2010
13 years 8 months ago
2010
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
ICML
2010
IEEE
13 years 9 months ago
2010
IEEE
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...
RECOMB
2009
Springer
14 years 9 months ago
2009
Springer
Abstract. Understanding the regulatory mechanisms that are responsible for an organism's response to environmental changes is an important question in molecular biology. A fir...
NIPS
2001
13 years 10 months ago
2001
This paper proposes an approach to classification of adjacent segments of a time series as being either of classes. We use a hierarchical model that consists of a feature extract...
TEC
2010
13 years 3 months ago
2010
In some expensive multiobjective optimization problems, several function evaluations can be carried out at one time. Therefore, it is very desirable to develop methods which can g...