Fusion based estimation of the a-priori probability distribution of unknown non-stationary processes.
Marek JunghansAndreas LeichPublished in: FUSION (2019)
Keyphrases
- non stationary
- probability distribution
- stochastic processes
- maximum likelihood estimation
- fractional brownian motion
- autoregressive
- data fusion
- concept drift
- adaptive algorithms
- parameter estimation
- temporal evolution
- empirical mode decomposition
- instantaneous frequency
- change point detection
- stock price
- random fields
- white noise
- multi component
- bayesian networks
- data mining