Testing for nonlinearity in non-stationary physiological time series.

Diego Luis Guarín Edilson Delgado-Trejos Álvaro Orozco

Published in: EMBC (2011)

Keyphrases

non stationary
autoregressive
stock price
adaptive algorithms
blind source separation
change point detection
denoising
concept drift
heart rate
financial time series
white noise
fractional brownian motion
discrete valued
signal processing
biomedical signals