IEEE - Institute of Electrical and Electronics Engineers, Inc. - Nonparametric prediction of non-Gaussian time series

Proceedings of ICASSP '93

Author(s): Lee, Y.K. ; Johnson, D.H.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: Minneapolis, MN, USA, USA
Conference Date: 27 April 1993
Volume: 4
ISBN (Paper): 0-7803-7402-9
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.1993.319699
Regular:

The authors apply the nonparametric kernel predictor to the time-series prediction problem. Because nonparametric prediction makes few assumptions about the underlying time series, it is useful... View More

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