This paper starting from the very first principle presents a derivation of an equation estimating of the final prediction error for a neural network under the recursive least squa...
Abstract— In order to reduce computational burden of identification methods for multivariable systems, a hierarchical least squares (HLS) algorithm is developed. The basic idea ...
This paper describes a time-series prediction method based on the kNN technique. The proposed methodology is applied to the 24hour load forecasting problem. Also, based on recorded...
Abstract— We propose a low-complexity adaptive highresolution channel prediction algorithm for pilot symbol assisted orthogonal frequency division multiplexing (OFDM) systems. Th...
Regime switching models, in which the state of the world is locally stationary, are a useful abstraction for many continuous valued data streams. In this paper we develop an onlin...
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Ada...