Mathematical justification of a heuristic for statistical correlation of real-life time series.
Evgeny AgafonovAndrzej BargielaEdmund K. BurkeEvtim PeytchevPublished in: Eur. J. Oper. Res. (2009)
Keyphrases
- real life
- correlation analysis
- dynamic programming
- kernel canonical correlation analysis
- optimal solution
- simulated annealing
- data driven
- statistical analysis
- machine learning
- heuristic solution
- confidence intervals
- dynamic time warping
- search strategies
- information theoretic
- non stationary
- real world
- correlation coefficient
- search procedure
- statistical models
- tabu search
- mathematical knowledge