Fitting ARMA Time Series Models without Identification: A Proximal Approach.
Yin LiuSam Davanloo TajbakhshPublished in: AISTATS (2024)
Keyphrases
- autoregressive
- moving average
- model fitting
- monte carlo simulation
- probabilistic model
- parameter estimation
- autoregressive moving average
- complex systems
- neural network
- medical images
- model selection
- least squares
- multiscale
- statistical models
- prediction model
- learning algorithm
- information retrieval
- parametric models
- multivariate time series
- real time
- database