Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...
The use of higher order autocorrelations as features for pattern classification has been usually restricted to second or third orders due to high computational costs. Since the au...
In this paper we introduce a new underlying probabilistic model for principal component analysis (PCA). Our formulation interprets PCA as a particular Gaussian process prior on a ...
We consider causally sufficient acyclic causal models in which the relationship among the variables is nonlinear while disturbances have linear effects, and show that three princi...
— We consider the problem of small-gain analysis of asymptotic behavior in interconnected nonlinear dynamic systems. Mathematical models of these systems are allowed to be uncert...
Ivan Tyukin, Erik Steur, Henk Nijmeijer, Cees van ...