SWGARCH model for time series forecasting.
Mohammed Zaki ShbierKu Ruhana Ku-MahamudMahmod OthmanPublished in: IML (2017)
Keyphrases
- mathematical model
- high level
- similarity measure
- cost function
- probabilistic model
- theoretical framework
- image segmentation
- experimental data
- least squares
- theoretical analysis
- parameter estimation
- probability distribution
- bayesian framework
- closed form
- hierarchical structure
- statistical model
- markov chain
- data sets
- multiscale
- bayesian networks
- case study
- social networks
- data mining