The autoregressive HMM has been shown to provide efficient parameter estimation and high-quality synthesis, but in previous experiments decision trees derived from a non-autoregre...
Source coding theorems and Shannon rate-distortion functions were studied for the discrete-time Wiener process by Berger and generalized to nonstationary Gaussian autoregressive p...
A nonlinear autoregressive model, the process feedback nonlinear autoregressive (PFNAR) model, in which the autoregressive coe cients are a function of the combination of past dat...
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...