Applications in Time Series Forecasting with Sparse Kernel Machines

  • Scientific Advisor, Miloš Ing, Adina-Magda Florea
  • Published 2011


Time series prediction methods applied to chaotic signals affected by noise use a continuous pattern function as the least-squares estimate of an unknown deterministic map. The noise variance around the continuous pattern function is not always constant but may exhibit spatial variability, which directly affects prediction performance, as suggested in… (More)


21 Figures and Tables