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

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@article{19e4b15396414c33b8f7e48d3d4e1d41,

title = "CATS benchmark time series prediction by Kalman smoother with cross-validated noise density",

author = "Simo S{\"a}rkk{\"a} and Aki Vehtari and Jouko Lampinen",

year = "2007",

doi = "10.1016/j.neucom.2005.12.132",

language = "English",

volume = "70",

pages = "2331--2341",

journal = "Neurocomputing",

issn = "0925-2312",

publisher = "Elsevier BV",

number = "13-15",

}

TY - JOUR

T1 - CATS benchmark time series prediction by Kalman smoother with cross-validated noise density

AU - Särkkä, Simo

AU - Vehtari, Aki

AU - Lampinen, Jouko

PY - 2007

Y1 - 2007

UR - http://dx.doi.org/10.1016/j.neucom.2005.12.132

U2 - 10.1016/j.neucom.2005.12.132

DO - 10.1016/j.neucom.2005.12.132

M3 - Article

SN - 0925-2312

VL - 70

SP - 2331

EP - 2341

JO - Neurocomputing

JF - Neurocomputing

IS - 13-15

ER -