Principal Component Analysis of the Fractional Brownian Motion for 0 < H < 0.5.
Tolga Esat ÖzkurtTayfun AkgülSüleyman BaykutPublished in: ICASSP (3) (2006)
Keyphrases
- fractional brownian motion
- principal component analysis
- long range
- non stationary
- fractal dimension
- long range dependence
- principal components
- dimensionality reduction
- random fields
- independent component analysis
- face recognition
- financial markets
- feature space
- feature extraction
- covariance matrix
- image processing
- mathematical model
- conditional random fields
- stochastic differential equations
- markov random field
- text mining
- probabilistic model
- hidden markov models
- long term