About the event

Date: 16 February 2017 Time: 13:30 – 16:30 Watch the live stream Recordings will be made available on our YouTube channel following the event.

  • AR, MA and ARMA models
  • Parameter estimation for ARMA models
  • Hidden Markov Models (definitions, inference, learning)
  • Linear-Gaussian HMMs (Kalman filtering)
  • More advanced topics (more elaborate state-space models, and recurrent neural networks)

Further info

Location

The Alan Turing Institute

1st floor of the British Library, 96 Euston Road, London, NW1 2DB

51.5297753, -0.12665390000006

Research areas