Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series.
Zeda LiOri RosenFabio FerrarelliRobert T. KraftyPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- non stationary
- spectral analysis
- autoregressive
- adaptive algorithms
- high dimensional
- speech signal
- spectral methods
- stock price
- random fields
- pattern recognition
- spectral features
- financial time series
- maximum likelihood
- bayesian networks
- fractional brownian motion
- blind source separation
- concept drift
- dimensionality reduction
- neural network
- speech recognition
- empirical mode decomposition
- feature space
- high dimensional data
- parameter estimation
- em algorithm
- low dimensional
- multiresolution
- discrete valued