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106
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IJON
2007
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IJON 2007
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CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
15 years 2 months ago
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www.lce.hut.fi
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
Simo Särkkä, Aki Vehtari, Jouko Lampinen
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