Identification of stable nonstationary lattice predictors by linear programming.
Giuseppe MartinelliGianni OrlandiLucio Prina RicottiSusanna RagazziniPublished in: Proc. IEEE (1986)
Keyphrases
- 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