Complexity Pursuit: Separating Interesting Components from Time Series

DOI10.1162/089976601300014394zbMath1044.62093WikidataQ43545954 ScholiaQ43545954MaRDI QIDQ2731455

Aapo Hyvärinen

Publication date: 2001

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1162/089976601300014394

zbMATH Keywords

prediction

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H99: Multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62B10: Statistical aspects of information-theoretic topics

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Cites Work

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• What is Projection Pursuit?
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• A Projection Pursuit Algorithm for Exploratory Data Analysis