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 proceeding › Conference article in proceedings › Scientific › peer-review

Original language	English
Title of host publication	ESANN 2006, European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006
Pages	137-142
Publication status	Published - 2006
MoE publication type	A4 Conference publication

Keywords

@inproceedings{27b7b01441e04714a92cf705e8ab5845,

title = "EM-algorithm for training of state-space models with application to time series prediction",

keywords = "time series, variable selection, time series, variable selection, time series, variable selection",

author = "Elia Liiti{\"a}inen and Nima Reyhani and Amaury Lendasse",

year = "2006",

language = "English",

pages = "137--142",

booktitle = "ESANN 2006, European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006",

}

EM-algorithm for training of state-space models with application to time series prediction. / Liitiäinen, Elia; Reyhani, Nima; Lendasse, Amaury.
ESANN 2006, European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006. 2006. p. 137-142.

Research output: Chapter in Book/Report/Conference proceeding › Conference article in proceedings › Scientific › peer-review

TY - GEN

T1 - EM-algorithm for training of state-space models with application to time series prediction

AU - Liitiäinen, Elia

AU - Reyhani, Nima

AU - Lendasse, Amaury

PY - 2006

Y1 - 2006

KW - time series

KW - variable selection

KW - time series

KW - variable selection

KW - time series

KW - variable selection

M3 - Conference article in proceedings

SP - 137

EP - 142

BT - ESANN 2006, European Symposium on Artificial Neural Networks, Bruges, Belgium, April 26-28, 2006

ER -