Data-driven detrending of nonstationary fractal time series with echo state networks.
Enrico MaiorinoFilippo Maria BianchiLorenzo LiviAntonello RizziAlireza SadeghianPublished in: CoRR (2015)
Keyphrases
- non stationary
- data driven
- echo state networks
- recurrent neural networks
- autoregressive
- image compression
- fractal dimension
- financial time series
- stock price
- adaptive algorithms
- random fields
- multiscale
- fractional brownian motion
- concept drift
- neural network
- fourier analysis
- wavelet kernel
- gaussian markov random fields