By Topic

A hierarchical Bayesian nonlinear time series prediction weighted by marginal likelihoods

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Saito, M. ; Dept. of Electr., Electron. & Comput. Eng., Waseda Univ., Tokyo, Japan ; Asano, M. ; Matsumoto, T.

A nonlinear time series prediction scheme is proposed with a combination of model dynamical systems weighted by model marginal likelihoods. The scheme outperforms prediction with a single model prediction with the highest marginal likelihood

Published in:

Neural Networks for Signal Processing X, 2000. Proceedings of the 2000 IEEE Signal Processing Society Workshop  (Volume:1 )

Date of Conference:

2000