Dynamical modeling with kernels for nonlinear time series prediction

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical models. The kernel trick is used twice: first, to learn the parameters of the model, and second, to compute preimages of the time series predicted in the feature space by means of Support Vector Regression. Our model shows strong connection with the classic Kalman Filter model, with the kernel feature space as hidden state space. Kernel Dynamical Modeling is tested against two benchmark time series and achieves high quality predictions.

Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 16 - Proceedings of the 2003 Conference, NIPS 2003
PublisherNeural information processing systems foundation
ISBN (Print)0262201526, 9780262201520
Publication statusPublished - 1 Jan 2004
Externally publishedYes
Event17th Annual Conference on Neural Information Processing Systems, NIPS 2003 - Vancouver, BC, Canada
Duration: 8 Dec 200313 Dec 2003

Publication series

NameAdvances in Neural Information Processing Systems
ISSN (Print)1049-5258

Conference

Conference17th Annual Conference on Neural Information Processing Systems, NIPS 2003
Country/TerritoryCanada
CityVancouver, BC
Period8/12/0313/12/03

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