Exponentially Windowed Estimates of a Periodically Sampled Time-Series, and Its First and Second Derivatives Using Quadratic Regression.
Ken LeverPublished in: SIAM Rev. (1991)
Keyphrases
- multi variate
- regression model
- higher order
- linear regression
- objective function
- dynamic time warping
- non stationary
- pairwise
- support vector regression
- model selection
- support vector
- regression analysis
- ridge regression
- polynomial regression
- neural network
- image derivatives
- update equations
- regression algorithm
- moving average
- regression methods
- regression method
- gaussian processes
- autoregressive
- stock market
- least squares
- regression problems
- sampled data
- confidence intervals
- estimation error
- fourier transform
- genetic programming
- directional derivatives