Time Dependent Kernel Density Estimation: A New Parameter Estimation Algorithm, Applications in Time Series Classification and Clustering
The Time Dependent Kernel Density Estimation (TDKDE) developed by Harvey & Oryshchenko (2012) is a kernel density estimation adjusted by the Exponentially Weighted Moving Average (EWMA) weighting scheme. The Maximum Likelihood Estimation (MLE) procedure for estimating the parameters proposed by...
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| Format: | Others |
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Scholar Commons
2016
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| Online Access: | http://scholarcommons.usf.edu/etd/6425 http://scholarcommons.usf.edu/cgi/viewcontent.cgi?article=7621&context=etd |