Structure Parameter Optimized Kernel Based Online Prediction with a Generalized Optimization Strategy for Nonstationary Time Series

no code implementations • 18 Aug 2021 • Jinhua Guo, Hao Chen, Jingxin Zhang, Sheng Chen

For structure parameters, the kernel dictionary is selected by some sparsification techniques with online selective modeling criteria, and moreover the kernel covariance matrix is intermittently optimized in the light of the covariance matrix adaptation evolution strategy (CMA-ES).

Time Series Time Series Analysis