On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes.
Maciej NiedzwieckiMarcin CiolekPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- autoregressive
- non stationary
- random fields
- multivariate time series
- autoregressive moving average
- moving average
- random field models
- autoregressive model
- gaussian markov random field
- markov random field
- hidden markov models
- fractional brownian motion
- edge detection
- stock price
- empirical mode decomposition
- feature selection
- multiresolution
- pairwise