Matches in SemOpenAlex for { <https://semopenalex.org/work/W2952625279> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2952625279 abstract "In this thesis, we concern ourselves with theproblem of reasoning over a set of objects evolving over time thatare coupled through interaction structures that are themselveschanging over time. We focus on inferring time-varying interactionstructures among a set of objects from sequences of noisy timeseries observations with the caveat that the number of interactionstructures is not known a priori. Furthermore, we aim to develop aninference procedure that operates online, meaning that it iscapable of incorporating observations as they arrive. We develop anonline nonparametric inference algorithm called OnlineNonparametric Switching Temporal Interaction Model inference(ONSTIM). ONSTIM is an extension of the work of Dzunic and Fisher[1], who employ a linear Gaussian model with time-varyingtransition dynamics as the generative graphical model for observedtime series. Like Dzunic and Fisher, we employ sampling approachesto perform inference. Instead of presupposing a fixed number ofinteraction structures, however, we allow for proposal of newinteraction structures sampled from a prior distribution as newobservations are incorporated into our inference. We thendemonstrate the viability of ONSTIM on synthetic and financialdatasets. Synthetic datasets are sampled from a generative model,and financial datasets are constructed from the price data ofvarious US stocks and ETFs." @default.
- W2952625279 created "2019-06-27" @default.
- W2952625279 creator A5020736341 @default.
- W2952625279 date "2014-01-01" @default.
- W2952625279 modified "2023-09-27" @default.
- W2952625279 title "Modelling signal interactions with application tofinancial time series; Time series inference with Gibbs sampling : filteringapproach and financial applications" @default.
- W2952625279 hasPublicationYear "2014" @default.
- W2952625279 type Work @default.
- W2952625279 sameAs 2952625279 @default.
- W2952625279 citedByCount "0" @default.
- W2952625279 crossrefType "journal-article" @default.
- W2952625279 hasAuthorship W2952625279A5020736341 @default.
- W2952625279 hasConcept C107673813 @default.
- W2952625279 hasConcept C11413529 @default.
- W2952625279 hasConcept C119857082 @default.
- W2952625279 hasConcept C124101348 @default.
- W2952625279 hasConcept C143724316 @default.
- W2952625279 hasConcept C151406439 @default.
- W2952625279 hasConcept C151730666 @default.
- W2952625279 hasConcept C154945302 @default.
- W2952625279 hasConcept C155846161 @default.
- W2952625279 hasConcept C158424031 @default.
- W2952625279 hasConcept C177264268 @default.
- W2952625279 hasConcept C199360897 @default.
- W2952625279 hasConcept C2776214188 @default.
- W2952625279 hasConcept C41008148 @default.
- W2952625279 hasConcept C80444323 @default.
- W2952625279 hasConcept C86803240 @default.
- W2952625279 hasConceptScore W2952625279C107673813 @default.
- W2952625279 hasConceptScore W2952625279C11413529 @default.
- W2952625279 hasConceptScore W2952625279C119857082 @default.
- W2952625279 hasConceptScore W2952625279C124101348 @default.
- W2952625279 hasConceptScore W2952625279C143724316 @default.
- W2952625279 hasConceptScore W2952625279C151406439 @default.
- W2952625279 hasConceptScore W2952625279C151730666 @default.
- W2952625279 hasConceptScore W2952625279C154945302 @default.
- W2952625279 hasConceptScore W2952625279C155846161 @default.
- W2952625279 hasConceptScore W2952625279C158424031 @default.
- W2952625279 hasConceptScore W2952625279C177264268 @default.
- W2952625279 hasConceptScore W2952625279C199360897 @default.
- W2952625279 hasConceptScore W2952625279C2776214188 @default.
- W2952625279 hasConceptScore W2952625279C41008148 @default.
- W2952625279 hasConceptScore W2952625279C80444323 @default.
- W2952625279 hasConceptScore W2952625279C86803240 @default.
- W2952625279 hasLocation W29526252791 @default.
- W2952625279 hasOpenAccess W2952625279 @default.
- W2952625279 hasPrimaryLocation W29526252791 @default.
- W2952625279 hasRelatedWork W1631483227 @default.
- W2952625279 hasRelatedWork W2042990026 @default.
- W2952625279 hasRelatedWork W2130748102 @default.
- W2952625279 hasRelatedWork W2131206835 @default.
- W2952625279 hasRelatedWork W2159432773 @default.
- W2952625279 hasRelatedWork W2248934801 @default.
- W2952625279 hasRelatedWork W2275207081 @default.
- W2952625279 hasRelatedWork W2529448179 @default.
- W2952625279 hasRelatedWork W2609763701 @default.
- W2952625279 hasRelatedWork W2650028410 @default.
- W2952625279 hasRelatedWork W2948166700 @default.
- W2952625279 hasRelatedWork W2950332633 @default.
- W2952625279 hasRelatedWork W2950675021 @default.
- W2952625279 hasRelatedWork W2963533215 @default.
- W2952625279 hasRelatedWork W3005679805 @default.
- W2952625279 hasRelatedWork W3014266848 @default.
- W2952625279 hasRelatedWork W3129132991 @default.
- W2952625279 hasRelatedWork W3138020205 @default.
- W2952625279 hasRelatedWork W3157598885 @default.
- W2952625279 hasRelatedWork W3105093154 @default.
- W2952625279 isParatext "false" @default.
- W2952625279 isRetracted "false" @default.
- W2952625279 magId "2952625279" @default.
- W2952625279 workType "article" @default.