Online prediction of time series data with recurrent kernels.
Zhao XuQing SongHaijin FanDanwei WangPublished in: IJCNN (2012)
Keyphrases
- prediction accuracy
- online learning
- financial time series
- prediction algorithm
- high dimensional
- data sets
- protein classification
- linear combination
- kernel function
- kernel methods
- prediction error
- recurrent neural networks
- prediction model
- multi unit combinatorial auctions
- feed forward
- support vector machine
- multiresolution
- training set
- multiscale