Time series prediction by Kalman smoother with cross validated noise density

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

37 Citations (Scopus)
Original languageEnglish
Title of host publicationIEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS
PublisherIEEE
Pages1615 - 1619
Number of pages5
Volume1-4
ISBN (Print)0-7803-8359-1
DOIs
Publication statusPublished - 2004
MoE publication typeA4 Article in a conference publication
EventInternational Joint Conference on Neural Networks - Budapest, Hungary
Duration: 25 Jul 200429 Jul 2004

Publication series

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

Conference

ConferenceInternational Joint Conference on Neural Networks
Abbreviated title(IJCNN)
Country/TerritoryHungary
CityBudapest
Period25/07/200429/07/2004

Keywords

  • Bayesian filtering
  • CATS benchmark
  • kalman filter
  • Kalman smoother
  • optimal filtering

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