hi
Does anyone have good suggestions on good reading materials (books, academic papers, etc.) for:
"Non-Stationary Time Series"
Thank you,
hi
Does anyone have good suggestions on good reading materials (books, academic papers, etc.) for:
"Non-Stationary Time Series"
Thank you,
Hi Ed,
I recently read this paper from a friend of mine and can recommend it if you are interested in modelling dynamic time series data in a probabilistic way: https://proceedings.neurips.cc/paper/2018/file/b197ffdef2ddc3308584dce7afa3661b-Paper.pdf
Would be great if you can outline the purpose of your application a little more!
Best regards
Christian