Non Stationary Bandits with Periodic Variation.
Titas ChakrabortyParth ShettiwarPublished in: AAMAS (2024)
Keyphrases
- non stationary
- adaptive algorithms
- random fields
- stochastic systems
- autoregressive
- white noise
- stock price
- empirical mode decomposition
- image processing
- fractional brownian motion
- multi armed bandits
- multi component
- financial time series
- long range
- linear regression
- video streams
- object detection
- hidden markov models
- moving objects