KNN-based Kalman filter: An efficient and non-stationary method for Gaussian process regression.
Yali WangBrahim Chaib-draaPublished in: Knowl. Based Syst. (2016)
Keyphrases
- kalman filter
- non stationary
- knn
- gaussian process regression
- k nearest neighbor
- kalman filtering
- dynamic programming
- distance function
- knn classifier
- k nearest neighbour
- gaussian processes
- nearest neighbor
- higher order
- multi class
- bayesian inference
- autoregressive
- support vector machine
- prior knowledge
- feature space
- similarity measure
- data sets