Empirical Identification of Non-stationary Dynamics in Time Series of Recordings.

Emili Balaguer-Ballester Alejandro Tabas-Diaz Marcin Budka

Published in: ICAIS (2014)

Keyphrases

non stationary
temporal evolution
autoregressive
adaptive algorithms
random fields
stock price
dynamical systems
fractional brownian motion
financial time series
empirical mode decomposition
change point detection
speech signal
stock market
dynamic time warping
white noise