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Identification of stable nonstationary lattice predictors by linear programming.
Giuseppe Martinelli
Gianni Orlandi
Lucio Prina Ricotti
Susanna Ragazzini
Published in:
Proc. IEEE (1986)
Keyphrases
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non stationary
linear programming
linear program
random fields
concept drift
adaptive algorithms
np hard
dynamic programming
fourier analysis
quadratic programming
lattice structure
objective function
autoregressive
blind source separation
temporal evolution
financial time series
fractional brownian motion
discrete valued
stock price
special case
lower bound
optimal solution