Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series.
Mengyu XuXiaohui ChenWei Biao WuPublished in: Entropy (2020)
Keyphrases
- non stationary
- dynamic networks
- high dimensional
- temporal evolution
- network analysis
- autoregressive
- adaptive algorithms
- fractional brownian motion
- network structure
- financial time series
- stock price
- low dimensional
- dynamic behavior
- random fields
- dimensionality reduction
- biological networks
- gaussian markov random fields
- real world networks
- concept drift
- high dimensionality
- feature space
- empirical mode decomposition
- natural language processing
- graphical models
- parameter estimation