Fuzzy Prediction of Time Series Based on Kalman Filter with SVD Decomposition.
Yuanquan WenHongwei WangPublished in: FSKD (4) (2009)
Keyphrases
- kalman filter
- motion prediction
- kalman filtering
- financial time series
- singular value decomposition
- prediction accuracy
- particle filter
- state estimation
- object tracking
- extended kalman filter
- target tracking
- fuzzy logic
- mean shift
- data association
- rao blackwellized particle filter
- state space model
- fuzzy rules
- non stationary
- robust tracking
- least squares
- bayesian filtering
- dimensionality reduction
- higher order
- color images
- multiscale
- update equations
- box jenkins
- machine learning