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

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CATS benchmark time series prediction by Kalman smoother with cross-validated noise density. / Särkkä, Simo; Vehtari, Aki; Lampinen, Jouko.

In: Neurocomputing, Vol. 70, No. 13-15, 2007, p. 2331-2341.

Research output: Contribution to journalArticleScientificpeer-review

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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",

}

RIS - Download

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

VL - 70

SP - 2331

EP - 2341

JO - Neurocomputing

JF - Neurocomputing

SN - 0925-2312

IS - 13-15

ER -

ID: 3528763