Evaluation of a blind method for the estimation of Hurst's exponent in time series.
Federico EspostiMaria Gabriella SignoriniPublished in: EUSIPCO (2006)
Keyphrases
- detection method
- evaluation method
- classification method
- significant improvement
- synthetic data
- dynamic programming
- clustering method
- segmentation method
- evaluation model
- preprocessing
- support vector machine
- density estimation
- monte carlo simulation
- moving average
- estimation algorithm
- synthetic and real images
- estimation process
- neural network
- high precision
- parameter estimation
- probabilistic model
- computational cost
- experimental evaluation
- cost function
- objective function
- clustering algorithm
- genetic algorithm