Estimating Dynamic Graphical Models from Multivariate Time-series Data.

Alexander J. Gibberd James D. B. Nelson

Published in: AALTD@PKDD/ECML (2015)

Keyphrases

graphical models
belief propagation
random variables
probabilistic inference
probabilistic model

markov networks
approximate inference
multivariate time series data
conditional random fields
graph structure

belief networks
structure learning
multivariate time series
bayesian networks

conditional independence
segmentation method
pairwise
data structure