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Universal Codes as a Basis for Nonparametric Testing of Serial Independence for Time Series
Boris Ryabko
Jaakko Astola
Published in:
CoRR (2005)
Keyphrases
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starting point
change point detection
dynamic time warping
non stationary
statistical tests
test cases
databases
neural network
probability distribution
data structure
machine learning
error correction
parametric models
conditional independence
sequential data
multivariate time series
financial time series