Mercurial > hg > cip2012
comparison draft.tex @ 69:3fa185431bbc
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author | peterf |
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date | Sat, 17 Mar 2012 05:50:29 +0000 |
parents | a8df4a4abe89 |
children | 2cb06db0d271 |
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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) |