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| Presentation | 2009-12-21 14:25 High-dimensional Nonlinear Time Series Prediction with Reinforcement Learning Baku Takaiwa, Hideki Satoh (Future Univ. Hakodate)  NLP2009-133 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | We extracted principal elements from several nonlinear time series and reduced the prediction error of the time series using reinforcement learning.First, we compressed the time series using state space compression based on reward-weighted principal component analysis.Next, we constructed an orthonormal basis for approximating a prediction function using adaptive basis construction based on activity-oriented index allocation.With these methods, principal elements could be extracted from the time series.Finally, we used reinforcement learning, which can express nonlinear relations between the time series, demonstrating that the prediction error of the time series can be reduced. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | reinforcement learning / multivariate analysis / function approximation / nonlinear / prediction / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 109, no. 354, NLP2009-133, pp. 37-42, Dec. 2009. | |
| Paper # | NLP2009-133 | |
| Date of Issue | 2009-12-14 (NLP) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | NLP2009-133 |
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| Conference Information | |
| Committee | NLP |
| Conference Date | 2009-12-21 - 2009-12-21 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | NLP |
| Conference Code | 2009-12-NLP |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | High-dimensional Nonlinear Time Series Prediction with Reinforcement Learning |
| Sub Title (in English) | |
| Keyword(1) | reinforcement learning |
| Keyword(2) | multivariate analysis |
| Keyword(3) | function approximation |
| Keyword(4) | nonlinear |
| Keyword(5) | prediction |
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| 1st Author's Name | Baku Takaiwa |
| 1st Author's Affiliation | Future University Hakodate (Future Univ. Hakodate) |
| 2nd Author's Name | Hideki Satoh |
| 2nd Author's Affiliation | Future University Hakodate (Future Univ. Hakodate) |
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| Speaker | Author-1 |
| Date Time | 2009-12-21 14:25:00 |
| Presentation Time | 25 minutes |
| Registration for | NLP |
| Paper # | NLP2009-133 |
| Volume (vol) | vol.109 |
| Number (no) | no.354 |
| Page | pp.37-42 |
| #Pages | 6 |
| Date of Issue | 2009-12-14 (NLP) |
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