136 search results - page 4 / 28 » Gaussian process for nonstationary time series prediction |
IJCNN
2006
IEEE
14 years 2 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
APIN
2008
13 years 8 months ago
2008
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...
ICASSP
2011
IEEE
13 years 10 days ago
2011
IEEE
Many practical data streams are typically composed of several states known as regimes. In this paper, we invoke phase space reconstruction methods from non-linear time series and ...
LCN
1999
IEEE
14 years 27 days ago
1999
IEEE
A statistical analysis of Internet traffic measurements from a campus site is carried out to examine the influence of the constituent protocols and applications on the characteris...
AVSS
2006
IEEE
14 years 2 months ago
2006
IEEE
We propose a method for create a background model in non-stationary scenes. Each pixel has a dynamic Gaussian mixture model. Our approach can automatically change the number of Ga...