Fraction-of-time probability for time-series that exhibit cyclostationarity.

William A. Gardner William A. Brown III

Published in: Signal Process. (1991)

Keyphrases

dynamic time warping
distance measure
neural network
similarity measure
probability distribution
conditional probabilities
multivariate time series
surprising patterns
real time
abnormal patterns
extreme values
failure rate
stock price
temporal patterns
posterior probability
stock market
search algorithm
multiscale