Theory and algorithm for time series compression

Neural Network World

Volumn 15, Issue 1, 2005, Pages 53-67

  Svítek, Miroslav ^a  

^a CZECH TECHNICAL UNIVERSITY IN PRAGUE   (Czech Republic)

Author keywords

Dimensionality reduction; Kalman filtering; LSE parameter estimation; Signal processing; Spectral function; Time series; Truncated time series

Indexed keywords

DIMENSIONALITY REDUCTION; SPECTRAL FUNCTIONS; TIME SERIES; TRUNCATED TIME SERIES;

APPROXIMATION THEORY; INFORMATION ANALYSIS; KALMAN FILTERING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SIGNAL PROCESSING;

TIME SERIES ANALYSIS;

EID: 14744273642     PISSN: 12100552     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

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3. Peterka V.: Bayesian Approach to System Identification. In: Eykfoff P. (ed.): Trends and Progress in System Identification, Pergamon Press Oxford, pp. 239-304.
4. Svítek M., Prchal J., Paclík P., Kárný M.: Parameter Reduction Method for Transport Network Control, Neural Network World, 1, 2001.
5. Čížek V.: Discrete Fourier Transform and its Applications, Matematický seminář SNTL sv. 16, 1981.
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