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
    Pages137-142
    Publication statusPublished - 2006
    MoE publication typeA4 Article in a conference publication

    Keywords

    • time series
    • variable selection

    Cite this