Paper Abstract and Keywords |
Presentation |
2012-07-06 11:10
Online medium-term time series prediction
-- evaluation of prediction accuracy -- Yoshito Hirata (Univ. Tokyo), Taiji Yamada, Jun Takahashi (Aihara), Hideyuki Suzuki (Univ. Tokyo) NLP2012-51 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
We propose a method for constructing multi-step predictions and evaluating the predition errors in
advance. The proposed method is an extension of Kwasniok and Smith (2004). We compared the proposed method
with the time-varying linear Kalman filter. We show that the proposed method is better in terms of prediction
accurary as well as computational time. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
time series prediction / online prediction / multi-step prediction / prediction errors / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 112, no. 117, NLP2012-51, pp. 75-77, July 2012. |
Paper # |
NLP2012-51 |
Date of Issue |
2012-06-28 (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) |
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NLP2012-51 |
Conference Information |
Committee |
NLP |
Conference Date |
2012-07-05 - 2012-07-06 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Kagoshima Sangyou Hall |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
General |
Paper Information |
Registration To |
NLP |
Conference Code |
2012-07-NLP |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Online medium-term time series prediction |
Sub Title (in English) |
evaluation of prediction accuracy |
Keyword(1) |
time series prediction |
Keyword(2) |
online prediction |
Keyword(3) |
multi-step prediction |
Keyword(4) |
prediction errors |
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1st Author's Name |
Yoshito Hirata |
1st Author's Affiliation |
The University of Tokyo (Univ. Tokyo) |
2nd Author's Name |
Taiji Yamada |
2nd Author's Affiliation |
Aihara Electrical Engineering Co. Ltd. (Aihara) |
3rd Author's Name |
Jun Takahashi |
3rd Author's Affiliation |
Aihara Electrical Engineering Co. Ltd. (Aihara) |
4th Author's Name |
Hideyuki Suzuki |
4th Author's Affiliation |
The University of Tokyo (Univ. Tokyo) |
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Speaker |
Author-1 |
Date Time |
2012-07-06 11:10:00 |
Presentation Time |
25 minutes |
Registration for |
NLP |
Paper # |
NLP2012-51 |
Volume (vol) |
vol.112 |
Number (no) |
no.117 |
Page |
pp.75-77 |
#Pages |
3 |
Date of Issue |
2012-06-28 (NLP) |