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Deep Prediction Model Based on Dual Decomposition with Entropy and Frequency Statistics for Nonstationary Time Series.
Zhigang Shi
Yuting Bai
Xuebo Jin
Xiaoyi Wang
Tingli Su
Jian-Lei Kong
Published in:
Entropy (2022)
Keyphrases
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non stationary
dual decomposition
financial time series
energy minimization
autoregressive
gaussian markov random fields
map inference
random fields
max margin
predictive coding
markov random field
markov logic
information theory
concept drift
lagrangian relaxation