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A new method of nonstationary time series analysis based on inhomogeneous AR equation.

Yukiko YokoyamaMineo KumazawaYuichi ImanishiNaoki Mikami
Published in: IEEE Trans. Signal Process. (1997)
Keyphrases
  • non stationary
  • objective function
  • dynamic programming
  • similarity measure
  • probabilistic model
  • computationally efficient
  • autoregressive
  • numerical methods