A non-stationary NDVI time series modelling using triplet Markov chain.
Ali Ben AbbesMohamed FarahImed Riadh FarahVincent BarraPublished in: Int. J. Inf. Decis. Sci. (2019)
Keyphrases
- non stationary
- markov chain
- steady state
- finite state
- transition probabilities
- markov process
- monte carlo
- random walk
- autoregressive
- markov model
- monte carlo simulation
- state space
- adaptive algorithms
- stationary distribution
- stock price
- markov processes
- monte carlo method
- remote sensing
- empirical mode decomposition
- financial time series
- change point detection
- image data
- concept drift
- random fields
- probabilistic model
- multidimensional time series