Time series prediction based on the relevance vector machine with adaptive kernels

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 1, Issue , 2002, Pages

  Quiñonero Candela, Joaquin ^a   Hansen, Lars Kai ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION; MATHEMATICAL MODELS; NEURAL NETWORKS; PROBABILITY; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; VECTORS;

ADAPTIVE KERNELS; MACKEY-GLASS TIME SERIES; RELEVANCE VECTOR MACHINE; SUPPORT VECTOR MACHINES;

SIGNAL PROCESSING;

EID: 0036289929     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.2002.5743959     Document Type: Conference Paper

References (4)

1. Sparse bayesian learning and the relevance vector machine
2. Designer networks for time series processing
3. "Direct search" solution of numerical and statistical problems