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Robust γ-filter using support vector machines
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DOI：10.1016/j.neucom.2004.07.003.png)
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摘要
En 中文
This Letter presents a new approach to time-series modelling using the support vector machines (SVM). Although the T-filter can provide stability in several time-series models, the SVM is proposed here to provide robustness in the estimation of the gamma-filter coefficients. Examples in chaotic time-series prediction and channel equalization show the advantages of the joint SVM gamma-filter. (C) 2004 Elsevier B.V. All rights reserved.
Keyword:
support vector machines
gamma-Filter
iterated prediction
channel equalization
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