Random Fourier feature kernel recursive maximum mixture correntropy algorithm for online time series prediction

In the paper, a novel kernel recursive least-squares (KRLS) algorithm named random Fourier feature kernel recursive maximum mixture correntropy (RFF-RMMC) algorithm is proposed, which improves the prediction efficiency and robustness of the KRLS algorithm. Random Fourier feature (RFF) method as well...

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Bibliographic Details

Published in:	ISA Transactions Vol. 126; pp. 370 - 376
Main Authors:	Xu, Xinghan, Ren, Weijie
Format:	Journal Article
Language:	English Japanese
Published:	Elsevier Ltd 01.07.2022 Elsevier BV
Subjects:	Kernel recursive least-squares Maximum mixture correntropy criterion Online prediction Random Fourier feature Maximum mixture correntropy criterion Random Fourier feature Online prediction Kernel recursive least-squares
ISSN:	0019-0578, 1879-2022, 1879-2022
Online Access:	Get full text
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