Online kernel learning for time series prediction

• Main Author: Gao, Ning
• Other Authors: Song Qing
• Format: Final Year Project
• Language: English
• Published: 2015
• Subjects: DRNTU::Engineering::Electrical and electronic engineering
• Online Access: http://hdl.handle.net/10356/65632
• Institution: Nanyang Technological University

This report is based on online kernel learning theory which for time series prediction study. Robust recurrent kernel online learning (RRKOL) algorithm is used to do simulation of prediction in different scenarios for comparing different prediction methods of multiple steps prediction in terms of ac...