@inproceedings{64a6b219c673408ea96728e88915019c,
title = "Online prediction of time series data with recurrent kernels",
abstract = "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 generalization performance. To select useful data to be learned and remove redundant ones, a sparcification procedure is developed based on the stability analysis of the system. Two time-series prediction examples are presented.",
author = "Zhao Xu and Qing Song and Fan Haijin and Danwei Wang",
year = "2012",
doi = "10.1109/IJCNN.2012.6252747",
language = "英语",
isbn = "9781467314909",
series = "Proceedings of the International Joint Conference on Neural Networks",
booktitle = "2012 International Joint Conference on Neural Networks, IJCNN 2012",
note = "2012 Annual International Joint Conference on Neural Networks, IJCNN 2012, Part of the 2012 IEEE World Congress on Computational Intelligence, WCCI 2012 ; Conference date: 10-06-2012 Through 15-06-2012",
}