NAR time-series prediction: a Bayesian framework and an experiment.
Michel CrucianuCrucianu UhryJean Pierre Asselin de BeauvilleRomuald BonéPublished in: ESANN (1998)
Keyphrases
- bayesian framework
- generative model
- prior knowledge
- non stationary
- function approximation
- hyperparameters
- neuro fuzzy
- ls svm
- artificial neural networks
- gaussian process
- neural network model
- posterior probability
- expectation maximization
- maximum a posteriori
- bayesian model
- posterior distribution
- probability density function
- bayesian formulation
- recurrent neural networks
- multivariate time series
- prediction model
- prior distribution
- higher order
- bayesian methods
- computer vision
- image reconstruction
- em algorithm
- markov random field
- probability distribution
- data sets