Regime switching models, in which the state of the world is locally stationary, are a useful abstraction for many continuous valued data streams. In this paper we develop an onlin...
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Ada...
Abstract-- Many applications are driven by evolving data -patterns in web traffic, program execution traces, network event logs, etc., are often non-stationary. Building prediction...
Shixi Chen, Haixun Wang, Shuigeng Zhou, Philip S. ...