Localized, adaptive recursive partial least squares regression for dynamic system modeling

• Main Authors: Brown, Steven D., Ni, Wangdong, Tan, Soon Keat, Ng, Wun Jern
• Other Authors: School of Civil and Environmental Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Environmental engineering
• Online Access: https://hdl.handle.net/10356/100953; http://hdl.handle.net/10220/16707
• Institution: Nanyang Technological University

A localized and adaptive recursive partial least squares algorithm (LARPLS), based on the local learning framework, is presented in this paper. The algorithm is used to address, among other issues in the recursive partial least-squares (RPLS) regression algorithm, the “forgetting factor” and sensiti...