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 article in proceedings › 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 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

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",

}

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 article in proceedings › Scientific › peer-review

TY - GEN

T1 - Time series prediction by Kalman smoother with cross validated noise density

AU - Särkkä, Simo

AU - Vehtari, Aki

AU - Lampinen, Jouko

PY - 2004

Y1 - 2004

KW - Bayesian filtering

KW - CATS benchmark

KW - kalman filter

KW - Kalman smoother

KW - optimal filtering

KW - Bayesian filtering

KW - CATS benchmark

KW - kalman filter

KW - Kalman smoother

KW - optimal filtering

KW - Bayesian filtering

KW - CATS benchmark

KW - kalman filter

KW - Kalman smoother

KW - optimal filtering

U2 - 10.1109/IJCNN.2004.1380200

DO - 10.1109/IJCNN.2004.1380200

M3 - Conference article in proceedings

SN - 0-7803-8359-1

VL - 1-4

T3 - IEEE International Joint Conference on Neural Networks (IJCNN)

SP - 1615

EP - 1619

BT - IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS

PB - IEEE

T2 - International Joint Conference on Neural Networks

Y2 - 25 July 2004 through 29 July 2004

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