We derive solutions for the problem of missing and noisy data in nonlinear timeseries prediction from a probabilistic point of view. We discuss different approximations to the so...
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
We present a novel concept, vector restoration, for motion compensated predictive coding of video. Conventional predictive coders generate predictions of the input signal and enco...
J. S. McVeigh, S.-W. Wu, Mel W. Siegel, Angel G. J...
For difficult prediction problems, practitioners often segment the data into relatively homogenous groups and then build a model for each group. This two-step procedure usually res...
We propose a quad-tree scheme for obtaining sub-pixel estimates of interframe motion in the frequency domain. Our scheme is based on phase correlation and uses motion compensated ...