latentresourcemodel
2015-09-29 22:12:03 0 举报AI智能生成
latent resource model
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observed time series
m unknown latent sources (time series) v
set of all such latent sources V
V+
V-
Sample latent source V
L {±1} be the label of V
sample integer time shift Δ
{0, 1, . . . , Δmax}
Output time series S
advanced by Δ time steps
adding noise signal E
i.i.d. zero-mean sub-Gaussian with parameter σ
S(t) = V (t + Δ) + E(t)
L与S相关联
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