Generalized extreme value distribution with time-dependence using the AR and MA models in state space form.
Jouchi NakajimaTsuyoshi KunihamaYasuhiro OmoriSylvia Frühwirth-SchnatterPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- extreme values
- state space
- state variables
- decision trees
- random fields
- classification models
- machine learning algorithms
- probabilistic model
- prior knowledge
- reinforcement learning
- neural network
- virtual reality
- statistical model
- experimental data
- statistical models
- computational models
- dynamic programming
- gaussian model