Data-driven learning of the number of states in multi-state autoregressive models.

Jie Ding Mohammad Noshad Vahid Tarokh

Published in: Allerton (2015)

Keyphrases

data driven
learning algorithm
autoregressive model
computational complexity
small number
reinforcement learning
neural network
multiscale
pairwise
artificial neural networks
state space
higher order
non stationary
state transitions