A sparse kernel algorithm for online time series data prediction

Kernel based methods have been widely applied for signal analysis and processing. In this paper, we propose a sparse kernel based algorithm for online time series prediction. In classical kernel methods, the kernel function number is very large which makes them of a high computational cost and only...

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Bibliographic Details
Main Authors: Fan, Haijin, Song, Qing
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/107240
http://hdl.handle.net/10220/17843
http://dx.doi.org/10.1016/j.eswa.2012.10.046