An innovations algorithm for the prediction of functional linear processes.
J. KlepschClaudia KlüppelbergPublished in: J. Multivar. Anal. (2017)
Keyphrases
- significant improvement
- learning algorithm
- dynamic programming
- times faster
- linear complexity
- detection algorithm
- objective function
- prediction algorithm
- cost function
- computationally efficient
- high accuracy
- particle swarm optimization
- improved algorithm
- theoretical analysis
- expectation maximization
- support vector machine
- experimental evaluation
- k means
- computational complexity
- optimal solution
- similarity measure
- neural network
- probabilistic model
- classification algorithm
- closed form
- convex hull
- prediction error
- linear systems
- integer arithmetic