Optimal Bayesian MMSE estimation of the coefficient of determination for discrete prediction.

Ting Chen Ulisses M. Braga-Neto

Published in: GENSiPS (2013)

Keyphrases

minimum mean square error
prediction accuracy
continuous valued
dynamic programming
maximum likelihood
parameter estimation
finite number
prediction algorithm
stack filters
prediction error
estimation algorithm
prediction model
sequence prediction
multiscale
signal to noise ratio
closed form
optimal solution