Data-driven detrending of nonstationary fractal time series with echo state networks.
Enrico MaiorinoFilippo Maria BianchiLorenzo LiviAntonello RizziAlireza SadeghianPublished in: Inf. Sci. (2017)
Keyphrases
- non stationary
- data driven
- echo state networks
- recurrent neural networks
- autoregressive
- adaptive algorithms
- financial time series
- random fields
- fractal dimension
- image compression
- concept drift
- stock price
- neural network
- fractional brownian motion
- empirical mode decomposition
- texture analysis
- scale space
- decision making