Hierarchical symbolic dynamic filtering of streaming non-stationary time series data.

Adedotun Akintayo Soumik Sarkar

Published in: Signal Process. (2018)

Keyphrases

non stationary
financial time series
change point detection
adaptive algorithms
data streams
autoregressive
temporal evolution
streaming data
stock price
white noise
computer vision
image processing
multiscale
empirical mode decomposition