On analysis of nonstationary categorical data time series: Dynamical dimension reduction, model selection, and applications to computational sociology

Multiscale Modeling and Simulation

Volumn 9, Issue 4, 2011, Pages 1700-1726

  Horenko, Illia ^a  

^a UNIVERSITY OF LUGANO   (Switzerland)

Author keywords

Computational sociology; Jump processes; Markov chains; Nonstationary processes

Indexed keywords

ANALYSIS METHOD; BERNOULLI PROCESS; CATEGORICAL DATA; COMPUTATIONAL PROBLEM; COMPUTATIONAL SOCIOLOGY; DIMENSION REDUCTION; DISCRETE MODELS; DISCRETE STATE; DYNAMICAL MODEL; EXOGENOUS FACTORS; EXTERNAL FACTORS; FINITE NUMBER; JUMP PROCESS; MARKOV CHAIN; MARKOV CHAIN MODELS; MODEL SELECTION; NON-HOMOGENEOUS; NONSTATIONARY; NONSTATIONARY PROCESS; ONLINE PREDICTION; OPTIMIZATION PROBLEMS; PRINCIPAL COMPONENT ANALYSIS METHOD; REDUCED DATA; REDUCED REPRESENTATION; REGRESSION METHOD; STANDARD METHOD; STATIONARITY; STRUCTURE-PRESERVING; TIME-DEPENDENT; TOY MODELS; TRANSITION GRAPHS;

DYNAMICS; LINEAR TRANSFORMATIONS; MARKOV PROCESSES; METADATA; NUMERICAL METHODS; PRINCIPAL COMPONENT ANALYSIS; SOCIAL SCIENCES; TIME SERIES; TIME SERIES ANALYSIS;

DATA REDUCTION;

EID: 84856518341     PISSN: 15403459     EISSN: 15403467     Source Type: Journal    
DOI: 10.1137/100790549     Document Type: Article

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