136 search results - page 7 / 28 » Gaussian process for nonstationary time series prediction |
JMLR
2010
13 years 3 months ago
2010
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
ML
2000
ACM
13 years 8 months ago
2000
ACM
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
ICASSP
2009
IEEE
13 years 6 months ago
2009
IEEE
In this paper, a novel non-stationary model of functional Magnetic Resonance Imaging (fMRI) time series is proposed. It allows us to account for some putative habituation effect a...
ICASSP
2011
IEEE
13 years 10 days ago
2011
IEEE
Graphical models are useful for capturing interdependencies of statistical variables in various fields. Estimating parameters describing sparse graphical models of stationary mul...
CSDA
2007
13 years 8 months ago
2007
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...