A Shrinkage Approach for Modeling Non-stationary Relational Autocorrelation.

Pelin Angin Jennifer Neville

Published in: ICDM (2008)

Keyphrases

non stationary
adaptive algorithms
empirical mode decomposition
relational databases
temporal evolution
white noise
data model
denoising
autoregressive
stock price
financial time series
biomedical signals
high resolution
knowledge discovery
video surveillance