Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise

DOI10.1214/07-AOS562zbMath1162.62089arXiv0707.0322WikidataQ59196394 ScholiaQ59196394MaRDI QIDQ1020982

Ingo Steinwart, Marian Anghel

Publication date: 4 June 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.0322

zbMATH Keywords

consistency; support vector machines; forecasting dynamical systems; observational noise model

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

68Q32: Computational learning theory

68T05: Learning and adaptive systems in artificial intelligence

60K99: Special processes

37M10: Time series analysis of dynamical systems

37D25: Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.)

62M45: Neural nets and related approaches to inference from stochastic processes

37C99: Smooth dynamical systems: general theory