Nonparametric identification of a cascade nonlinear time series system.

Wlodzimierz Greblicki Miroslaw Pawlak

Published in: Signal Process. (1991)

Keyphrases

data driven
change point detection
non stationary
dynamic time warping
granger causality
data mining
multivariate time series
long term
short term
density estimation
temporal data
kernel density estimation
ordinary differential equations
complementarity problems