Identification of non-linear time series via kernels.

Tony J. Dodd Christopher J. Harris

Published in: Int. J. Syst. Sci. (2002)

Keyphrases

kernel function
feature space
kernel trick
kernel methods
linear combination
dynamic time warping
chronic hepatitis
neural network
financial time series
reproducing kernel hilbert space
automatic identification
gaussian processes
autoregressive
non stationary
knn
hidden markov models
data mining