Short-term time series prediction using Hilbert space embeddings of autoregressive processes

Valencia, E.A. and Álvarez, M.A. orcid.org/0000-0002-8980-4472 (2017) Short-term time series prediction using Hilbert space embeddings of autoregressive processes. Neurocomputing. ISSN 0925-2312

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Copyright, Publisher and Additional Information: © 2017 Elsevier. This is an author produced version of a paper subsequently published in Neurocomputing. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Autoregressive process; Hilbert space embeddings; cross-covariance operator; time series forecasting
Dates:
  • Published (online): 1 June 2017
  • Accepted: 27 May 2017
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Computer Science (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 27 Jun 2017 08:46
Last Modified: 01 Jun 2018 00:39
Published Version: https://doi.org/10.1016/j.neucom.2017.05.067
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.neucom.2017.05.067
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