Time-Series Prediction Using Self-Organising Mixture Autoregressive Network.

He Ni Hujun Yin

Published in: IDEAL (2007)

Keyphrases

autoregressive
moving average
non stationary
random fields
growing neural gas
gaussian markov random field
autoregressive model
multivariate time series
generative model
random field models
spectrum analysis
autoregressive moving average
multiscale
least squares
sar images
arma model