Comparison between Mixture of ARMA and Mixture of AR Model with Application to Time Series Forecasting.
Ho Yin KwokChi-Ming ChenLei XuPublished in: ICONIP (1998)
Keyphrases
- probabilistic model
- computational model
- theoretical framework
- formal model
- cost function
- probability distribution
- mixture model
- mathematical model
- experimental data
- mixture of gaussian distributions
- data sets
- logit model
- latent variable models
- mixture of gaussians
- gaussian mixture
- gaussian distribution
- prediction model
- em algorithm
- artificial neural networks