An Efficient Algorithm for Estimating Higher-Order Spectra of Time Series Based on Neural Network Auto-Regressive Model.
Naohiro TodaShiro UsuiPublished in: ICONIP (2) (1997)
Keyphrases
- autoregressive
- probabilistic model
- neural network
- higher order
- autoregressive moving average
- objective function
- segmentation algorithm
- neural network model
- energy function
- state space model
- moving average
- bp neural network
- non stationary
- similarity measure
- kalman filter
- hybrid model
- k means
- maximum entropy
- markov random field
- long term
- multivariate time series
- artificial neural networks
- arima model