111 search results - page 9 / 23 » Dynamical Modeling with Kernels for Nonlinear Time Series Pr... |
JMLR
2010
13 years 2 months ago
2010
Virtually all methods of learning dynamic systems from data start from the same basic assumption: the learning algorithm will be given a sequence of data generated from the dynami...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
This paper presents a methodology to develop recursive filters in reproducing kernel Hilbert spaces (RKHS). Unlike previous approaches that exploit the kernel trick on filtered ...
NIPS
1998
13 years 9 months ago
1998
A common way to represent a time series is to divide it into shortduration blocks, each of which is then represented by a set of basis functions. A limitation of this approach, ho...
Lecture Notes
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...
ENGL
2007
13 years 7 months ago
2007
—This paper presents the advances of a research using a combination of recurrent and feed-forward neural networks for long term prediction of chaotic time series. It is known tha...