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» Nonlinear Nonnegative Component Analysis
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ESANN
2001
13 years 10 months ago
Input data reduction for the prediction of financial time series
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...
ICPR
2002
IEEE
14 years 10 months ago
PCA in Autocorrelation Space
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...
Vlad Popovici, Jean-Philippe Thiran
NIPS
2003
13 years 10 months ago
Gaussian Process Latent Variable Models for Visualisation of High Dimensional Data
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 ...
Neil D. Lawrence
PKDD
2009
Springer
196views Data Mining» more  PKDD 2009»
14 years 3 months ago
Causality Discovery with Additive Disturbances: An Information-Theoretical Perspective
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...
Kun Zhang, Aapo Hyvärinen
CDC
2008
IEEE
152views Control Systems» more  CDC 2008»
14 years 3 months ago
Non-uniform small-gain theorems for systems with unstable invariant sets
— 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 ...