comparison draft.tex @ 69:3fa185431bbc

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author peterf
date Sat, 17 Mar 2012 05:50:29 +0000
parents a8df4a4abe89
children 2cb06db0d271
comparison
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68:a8df4a4abe89 69:3fa185431bbc
776 % change point detection \cite{Dubnov2008}. 776 % change point detection \cite{Dubnov2008}.
777 %TODO 777 %TODO
778 778
779 We are currently working towards methods for the computation of predictive information 779 We are currently working towards methods for the computation of predictive information
780 rate in some restricted classes of Gaussian processes including finite-order 780 rate in some restricted classes of Gaussian processes including finite-order
781 autoregressive models and processes with power-law spectra (fractionally integrated Gaussian noise). %(fBm continuous vs fiGn discrete time) 781 autoregressive models and processes with power-law spectra (fractionally integrated Gaussian noise).
782
783 % %(fBm (continuous), fiGn discrete time) possible reference:
784 % @book{palma2007long,
785 % title={Long-memory time series: theory and methods},
786 % author={Palma, W.},
787 % volume={662},
788 % year={2007},
789 % publisher={Wiley-Blackwell}
790 % }
791
792
782 793
783 % mention non-gaussian processes extension Similarly, the predictive information 794 % mention non-gaussian processes extension Similarly, the predictive information
784 % rate may be computed using a Gaussian linear formulation CITE. In this view, 795 % rate may be computed using a Gaussian linear formulation CITE. In this view,
785 % the PIR is a function of the correlation between random innovations supplied 796 % the PIR is a function of the correlation between random innovations supplied
786 % to the stochastic process. %Dubnov, MacAdams, Reynolds (2006) %Bailes and Dean (2009) 797 % to the stochastic process. %Dubnov, MacAdams, Reynolds (2006) %Bailes and Dean (2009)