Nonparametric inference for ergodic, stationary time series.
Gusztáv MorvaiSidney YakowitzLászló GyörfiPublished in: CoRR (2007)
Keyphrases
- non stationary
- change point detection
- bayesian networks
- probabilistic inference
- markov chain
- dirichlet process mixture models
- dynamic time warping
- data driven
- bayesian model
- dirichlet process
- inference process
- statistical inference
- nonparametric regression
- inference mechanism
- random fields
- stationary distribution
- inference engine
- grammatical inference
- gaussian processes
- stock price
- hierarchical bayesian
- bayesian modeling
- bayesian inference
- quasi periodic
- abnormal patterns
- hidden markov models