Level crossing prediction with neural networks

DOI10.1007/S11009-009-9153-3zbMath1200.62119OpenAlexW2019150028MaRDI QIDQ607617

Mietek Saklak, Georg Lindgren, Halfdan Grage, Jan Holst

Publication date: 22 November 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9153-3

zbMATH Keywords

Gaussian processDuffing oscillatoroperating characteristicdetection probabilityARMA-processfalse alarmoptimal alarmweight decay

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (2)

Optimal level-crossing prediction for jump linear MIMO dynamical systems ⋮ Alarm systems and catastrophes from a diverse point of view

Uses Software

• Neural Network Toolbox

Cites Work

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• Optimal prediction of level crossings in Gaussian processes and sequences
• Optimal prediction of catastrophes with applications to Gaussian processes
• Predictive uncertainty in environmental modelling
• OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

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