Online prediction of time series data with recurrent kernels

• المؤلفون الرئيسيون: Xu, Zhao, Song, Qing, Haijin, Fan, Wang, Danwei
• مؤلفون آخرون: School of Electrical and Electronic Engineering
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Engineering::Electrical and electronic engineering
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/98301; http://hdl.handle.net/10220/12420

We propose a robust recurrent kernel online learning (RRKOL) algorithm which allows the exploitation of the kernel trick in an online fashion. The novel RRKOL algorithm achieves guaranteed weight convergence with regularized risk management through the recurrent hyper-parameters for a superior gener...