Nonstationary regression with support vector machines.
Guillermo L. GrinblatLucas C. UzalPablo F. VerdesPablo M. GranittoPublished in: Neural Comput. Appl. (2015)
Keyphrases
- non stationary
- regression model
- linear regression
- random fields
- adaptive algorithms
- autoregressive
- empirical mode decomposition
- model selection
- support vector regression
- blind source separation
- fourier analysis
- gaussian process regression
- temporal evolution
- reproducing kernel hilbert space
- concept drift
- stock price
- financial time series
- gaussian processes
- image compression