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CATS benchmark time series prediction by Kalman smoother with cross-validated noise density.

Simo SärkkäAki VehtariJouko Lampinen
Published in: Neurocomputing (2007)
Keyphrases
  • cross validated
  • cross validation
  • quantile regression
  • log likelihood
  • noise level
  • genetic algorithm
  • multi class
  • noise reduction
  • feature selection
  • support vector
  • maximum likelihood