A Matrix Approach to Nonstationary Chains.

Frank Harary Benjamin Lipstein George P. H. Styan

Published in: Oper. Res. (1970)

Keyphrases

non stationary
adaptive algorithms
random fields
fractional brownian motion
singular value decomposition
stock price
autoregressive
fourier analysis
multiscale
supply chain
particle filter
concept drift
blind source separation
temporal evolution