Conditional simulation for moving average processes with discrete or continuous values.

Raffaella Settimi Paul G. Blackwell

Published in: Stat. Comput. (1998)

Keyphrases

moving average
continuous variables
autoregressive
discrete space
continuous domains
discrete variables
discrete data
continuous action
continuous data
arma model
exponential smoothing
conditional probabilities
bayesian networks
attribute values
denoising
feature extraction
machine learning