Kernel Auto-Regressive Model with eXogenous Inputs for Nonlinear Time Series Prediction.
Venkataramana B. KiniC. Chandra SekharPublished in: ICCTA (2007)
Keyphrases
- autoregressive
- non stationary
- moving average
- generalized linear
- feature extraction
- arima model
- hybrid model
- random fields
- probabilistic model
- neural network model
- recurrent neural networks
- neuro fuzzy
- kalman filter
- higher order
- gaussian processes
- multivariate time series
- long term
- dynamical model
- multiscale
- feature selection