Modelling non-stationary variance in EEG time series by state space GARCH model.
Kin Foon Kevin WongAndreas GalkaOkito YamashitaTohru OzakiPublished in: Comput. Biol. Medicine (2006)
Keyphrases
- non stationary
- garch model
- state space
- stock market
- multivariate time series
- autoregressive
- reinforcement learning
- optimal policy
- stock price
- sar images
- brain computer interface
- eeg signals
- empirical mode decomposition
- random fields
- financial time series
- heavy tailed
- dynamic programming
- particle filter
- basis functions
- long term
- video sequences
- data mining