| Presentation | 2012-07-06 Online medium-term time series prediction Evaluation of prediction accuracy Yoshito HIRATA, Taiji YAMADA, Jun TAKAHASHI, Hideyuki SUZUKI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | time series prediction / online prediction / multi-step prediction / prediction errors |
| Paper # | NLP2012-51 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2012/6/28(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Online medium-term time series prediction Evaluation of prediction accuracy |
| Sub Title (in English) | |
| Keyword(1) | time series prediction |
| Keyword(2) | online prediction |
| Keyword(3) | multi-step prediction |
| Keyword(4) | prediction errors |
| 1st Author's Name | Yoshito HIRATA |
| 1st Author's Affiliation | Institute of Industrial Science, The University of Tokyo() |
| 2nd Author's Name | Taiji YAMADA |
| 2nd Author's Affiliation | Aihara Electrical Engineering Co. Ltd. |
| 3rd Author's Name | Jun TAKAHASHI |
| 3rd Author's Affiliation | Aihara Electrical Engineering Co. Ltd. |
| 4th Author's Name | Hideyuki SUZUKI |
| 4th Author's Affiliation | Institute of Industrial Science, The University of Tokyo |
| Date | 2012-07-06 |
| Paper # | NLP2012-51 |
| Volume (vol) | vol.112 |
| Number (no) | 117 |
| Page | pp.pp.- |
| #Pages | 3 |
| Date of Issue | |