Bayesian mixture of autoregressive models.

John W. Lau Mike K. P. So

Published in: Comput. Stat. Data Anal. (2008)

Keyphrases

autoregressive model
autoregressive
mixture model
wavelet analysis
continuous valued
bayesian networks
maximum likelihood
expectation maximization
maximum entropy
wavelet domain
posterior distribution
wavelet decomposition
neural network
high quality
least squares
model selection