The problem of locating motifs in real-valued, multivariate time series data involves the discovery of sets of recurring patterns embedded in the time series. Each set is composed...
David Minnen, Charles Lee Isbell Jr., Irfan A. Ess...
A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the ...
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
We utilize the ensemble of trees framework, a tractable mixture over superexponential number of tree-structured distributions [1], to develop a new model for multivariate density ...
Abstract--This paper studies a family of distributions constructed from multivariate gamma distributions to model the statistical properties of multisensor synthetic aperture radar...