Generalized Cost-Function-Based Forecasting for Periodically Measured Nonstationary Traffic.
Balaji KrithikaivasanYong ZengDeep MedhiPublished in: IEEE Trans. Syst. Man Cybern. Part A (2008)
Keyphrases
- non stationary
- cost function
- financial time series
- short term
- random fields
- stock price
- adaptive algorithms
- network traffic
- exchange rate
- blind source separation
- empirical mode decomposition
- autoregressive
- fourier analysis
- expected cost
- fractional brownian motion
- traffic volume
- objective function
- autoregressive model
- long term
- concept drift
- traffic flow
- support vector regression
- road network
- gaussian markov random fields