Point and Interval Estimation Method for Auto-regressive Model with Nonnormal Error.
Bo Mi LimJongwoo KimSung-Shick KimJun-Geol BaekPublished in: BigData Congress (2013)
Keyphrases
- autoregressive
- probabilistic model
- moving average
- linear models
- hybrid model
- kalman filter
- linear model
- state space model
- similarity measure
- prior knowledge
- dynamic programming
- parameter estimation
- energy function
- em algorithm
- pairwise
- interval estimation
- arma model
- computer vision
- normal distribution
- feature selection