Modelling nonlinear count time series with local mixtures of Poisson autoregressions.
Alexandre X. CarvalhoMartin A. TannerPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- source separation
- nonlinear dynamic systems
- non stationary
- mixture model
- negative binomial
- mixtures of gaussians
- closed form
- multivariate time series
- dynamic time warping
- granger causality
- gaussian mixture
- blind source separation
- nonlinear functions
- nonlinear models
- discrete data
- independent component analysis
- poisson distribution
- neural network