Time series prediction by Kalman smoother with cross validated noise density

Simo Särkkä; Aki Vehtari; Jouko Lampinen

doi:10.1109/IJCNN.2004.1380200

Time series prediction by Kalman smoother with cross validated noise density

Simo Särkkä, Aki Vehtari, Jouko Lampinen

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

37 Citations (Scopus)

Original language	English
Title of host publication	IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS
Publisher	IEEE
Pages	1615 - 1619
Number of pages	5
Volume	1-4
ISBN (Print)	0-7803-8359-1
DOIs	https://doi.org/10.1109/IJCNN.2004.1380200
Publication status	Published - 2004
MoE publication type	A4 Article in a conference publication
Event	International Joint Conference on Neural Networks - Budapest, Hungary Duration: 25 Jul 2004 → 29 Jul 2004

Publication series

Name	IEEE International Joint Conference on Neural Networks (IJCNN)
ISSN (Print)	1098-7576

Conference

Conference	International Joint Conference on Neural Networks
Abbreviated title	(IJCNN)
Country/Territory	Hungary
City	Budapest
Period	25/07/2004 → 29/07/2004

Keywords

Bayesian filtering
CATS benchmark
kalman filter
Kalman smoother
optimal filtering

Access to Document

10.1109/IJCNN.2004.1380200

SFX availability

Full text

Cite this

@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",

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Särkkä, S , Vehtari, A & Lampinen, J 2004, Time series prediction by Kalman smoother with cross validated noise density. in IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS. vol. 1-4, IEEE International Joint Conference on Neural Networks (IJCNN), IEEE, pp. 1615 - 1619, International Joint Conference on Neural Networks, Budapest, Hungary, 25/07/2004. https://doi.org/10.1109/IJCNN.2004.1380200

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

IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS. Vol. 1-4 IEEE, 2004. p. 1615 - 1619 (IEEE International Joint Conference on Neural Networks (IJCNN)).

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

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