Hidden state models for time series
Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we...
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Aston University
1999
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.311954 |