Multivariate time series online prediction based on adaptive normalized sparse kernel recursive least squares algorithm

As a kind of kernel methods, kernel recursive least squares has attracted wide attention in the research of time series online prediction. It has low computational complexity and updates in the shape of recursive increment. However, with the increase of data size, computational complexity of calcula...

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Vydané v:	2017 Seventh International Conference on Information Science and Technology (ICIST) s. 38 - 44
Hlavní autori:	Shuhui Zhang, Min Han, Jun Wang, Dan Wang
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.04.2017
Predmet:	adaptive Coherence Computational complexity Decision support systems Heuristic algorithms Kernel kernel recursive least squares Shape Time series analysis time series online prediction
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