@inproceedings{04892895f5444a55a23d5750f5863fa0,
title = "Time series prediction by Kalman smoother with cross validated noise density",
keywords = "Bayesian filtering, CATS benchmark, kalman filter, Kalman smoother, optimal filtering, Bayesian filtering, CATS benchmark, kalman filter, Kalman smoother, optimal filtering, Bayesian filtering, CATS benchmark, kalman filter, Kalman smoother, optimal filtering",
author = "Simo S{\"a}rkk{\"a} and Aki Vehtari and Jouko Lampinen",
year = "2004",
doi = "10.1109/IJCNN.2004.1380200",
language = "English",
isbn = "0-7803-8359-1",
volume = "1-4",
series = "IEEE International Joint Conference on Neural Networks (IJCNN)",
publisher = "IEEE",
pages = "1615 -- 1619",
booktitle = "IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS",
address = "United States",
note = "International Joint Conference on Neural Networks, (IJCNN) ; Conference date: 25-07-2004 Through 29-07-2004",
}