135 search results - page 2 / 27 » Improving Multi-Step Prediction of Learned Time Series Model... |
IWANN
2005
Springer
13 years 10 months ago
2005
Springer
Prediction of time series is an important problem in many areas of science and engineering. Extending the horizon of predictions further to the future is the challenging and diffic...
KDD
2008
ACM
14 years 5 months ago
2008
ACM
Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one ...
MLDM
2009
Springer
13 years 11 months ago
2009
Springer
The paper describes a method for predicting climate time series that consist of significant annual and diurnal seasonal components and a short-term stockastic component. A memory...
ESANN
2006
13 years 6 months ago
2006
In this paper, an improvement to the E step of the EM algorithm for nonlinear state-space models is presented. We also propose strategies for model structure selection when the EM-...
NIPS
2003
13 years 6 months ago
2003
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...