Pairwise likelihood inference for ordinal categorical time series.
Cristiano VarinPaolo VidoniPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- pairwise
- similarity measure
- bayesian networks
- maximum likelihood
- loss function
- probabilistic inference
- markov random field
- dynamic time warping
- multi class
- high order
- statistical significance
- multivariate time series
- data sets
- inference process
- efficient learning
- bayesian model
- belief networks
- non stationary
- bayesian inference
- stock price
- posterior probability
- symbolic representation
- spectral clustering
- stock market
- structured prediction
- probabilistic networks
- higher order