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Universal piecewise linear least squares prediction.

David LuengoSuleyman Serdar KozatAndrew C. Singer
Published in: ISIT (2004)
Keyphrases
  • piecewise linear
  • least squares
  • finite sets
  • prediction accuracy
  • chaotic map
  • sequence prediction
  • dynamic programming
  • robust estimation
  • regression algorithm
  • data sets
  • principal curves