On adaptive prediction of nonstationary and inconsistent large time series data.
Tomasz Pelech-PilichowskiPublished in: MIPRO (2018)
Keyphrases
- non stationary
- financial time series
- adaptive algorithms
- prediction accuracy
- predictive coding
- prediction model
- stock price
- prediction error
- random fields
- blind source separation
- autoregressive
- empirical mode decomposition
- fractional brownian motion
- stock market
- feature extraction
- concept drift
- fourier analysis
- discrete valued
- gaussian markov random fields