Modeling nonlinearities with mixtures-of-experts of time series models.

Alexandre X. Carvalho Martin A. Tanner

Published in: Int. J. Math. Math. Sci. (2006)

Keyphrases

modeling framework
probabilistic model
stochastic models
hybrid models
machine learning
non stationary
complex systems
autoregressive
moving average
learning algorithm
expectation maximization
model selection
dynamic time warping