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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Vydané v:	ISA Transactions Ročník 126; s. 370 - 376
Hlavní autori:	Xu, Xinghan, Ren, Weijie
Médium:	Journal Article
Jazyk:	English Japanese
Vydavateľské údaje:	Elsevier Ltd 01.07.2022 Elsevier BV
Predmet:	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
On-line prístup:	Získať plný text
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