Time series prediction using kernel adaptive filter with least mean absolute third loss function

DOI10.1007/s11071-017-3707-7OpenAlexW2743848944MaRDI QIDQ1637252

Lu Lu, Badong Chen, Haiquan Zhao

Publication date: 7 June 2018

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-017-3707-7

zbMATH Keywords

recursive algorithmkernel adaptive filterleast mean absolute third algorithmseries predictionvariable learning rate (VLR)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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