Decomposing time series into deterministic and stochastic influences: A survey.
Felipe S. L. G. DuarteRicardo Araújo RiosEduardo R. HruschkaRodrigo Fernandes de MelloPublished in: Digit. Signal Process. (2019)
Keyphrases
- stochastic optimization problems
- stochastic methods
- dynamic time warping
- non stationary
- stochastic optimization
- weather forecasting
- random variables
- monte carlo sampling
- individual differences
- chronic hepatitis
- stochastic domains
- stochastic nature
- relaxation algorithm
- randomized algorithms
- stochastic model
- monte carlo
- data sets
- database
- sequential data
- stock market
- genetic algorithm
- abnormal patterns
- data mining