Deflation-based separation of uncorrelated stationary time series.

Jari Miettinen Klaus Nordhausen Hannu Oja Sara Taskinen

Published in: J. Multivar. Anal. (2014)

Keyphrases

data mining
non stationary
machine learning
dynamic time warping
autoregressive
neural network
stock price
symbolic representation
multivariate time series
moving average
abnormal patterns
information retrieval
genetic algorithm
bayesian networks
multiscale