A sparse kernel algorithm for online time series data prediction

• Main Authors: Fan, Haijin, Song, Qing
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Electronic systems::Signal processing
• Online Access: https://hdl.handle.net/10356/107240; http://hdl.handle.net/10220/17843; http://dx.doi.org/10.1016/j.eswa.2012.10.046
• Institution: Nanyang Technological University

Kernel based methods have been widely applied for signal analysis and processing. In this paper, we propose a sparse kernel based algorithm for online time series prediction. In classical kernel methods, the kernel function number is very large which makes them of a high computational cost and only...