Linear Model Regression on Time-series Data: Non-asymptotic Error Bounds and Applications.
Atiye AlaeddiniSiavash AlemzadehAfshin MesbahiMehran MesbahiPublished in: CDC (2018)
Keyphrases
- error bounds
- linear model
- regression model
- finite sample
- worst case
- linear models
- regression trees
- least squares
- reproducing kernel hilbert space
- additive model
- multi variate
- theoretical analysis
- linear regression
- regression analysis
- nonlinear models
- semi parametric
- linear transformation
- model selection
- regression coefficients
- gaussian process
- linear transformations
- regression problems
- gaussian processes
- control law
- ridge regression
- video sequences