Simulating Cointegrated Time Series.

Alexander Galenko David P. Morton Elmira Popova Ivilina Popova

Published in: WSC (2009)

Keyphrases

non stationary
autoregressive
neural network
case study
chronic hepatitis
turning points
stock market
decision trees
machine learning
web services
spatio temporal
long term
computer vision
data sets
real time
quasi periodic
database