Entropic priors for short-term stochastic process classification.
Francesco PalmieriDomenico CiuonzoPublished in: FUSION (2011)
Keyphrases
- short term
- stochastic process
- long term
- stochastic processes
- short term and long term
- markov chain
- stock market
- long term memory
- support vector machine svm
- stochastic model
- machine learning
- load forecasting
- medium term
- probability measures
- forecasting model
- model selection
- feature selection
- support vector machine
- state space
- feature vectors
- bayesian networks