EM-algorithm for training of state-space models with application to time series prediction

Elia Liitiäinen, Nima Reyhani, Amaury Lendasse

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    Original languageEnglish
    Title of host publicationESANN 2006, European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006
    Publication statusPublished - 2006
    MoE publication typeA4 Article in a conference publication


    • time series
    • variable selection

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