Online Prediction of Time Series Data With Kernels

DOI10.1109/TSP.2008.2009895MaRDI QIDQ4571596zbMATH OpenOpenAlexFDO

Authors Cédric Richard, Paul Honeine, José Carlos M. Bermudez

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2008.2009895

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(18)

• The Nyström minimum kernel risk-sensitive loss algorithm with \(k\)-means sampling
• A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters
• Data-driven control of nonlinear systems: an on-line direct approach
• Nonlinear adaptive filtering using kernel-based algorithms with dictionary adaptation
• scientific article; zbMATH DE number 7403494 (Why is no real title available?)
• Parsimonious online learning with kernels via sparse projections in function space
• Random feature-based online multi-kernel learning in environments with unknown dynamics
• A linear recurrent kernel online learning algorithm with sparse updates
• scientific article; zbMATH DE number 7626711 (Why is no real title available?)
• scientific article; zbMATH DE number 6781365 (Why is no real title available?)
• Kernelized elastic net regularization: generalization bounds, and sparse recovery
• The generalized complex kernel affine projection algorithms
• Online Estimation for Functional Data
• L₁-norm constraint kernel adaptive filtering framework for precise and robust indoor localization under the internet of things
• Propagating uncertainty through system dynamics in reproducing kernel Hilbert space
• Kernel generalized half-quadratic correntropy conjugate gradient algorithm for online prediction of chaotic time series
• An online two-stage classification based on projections
• Online kernel sliced inverse regression

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