Abstract
In this contribution, we suggest a convenient way to use generalisation error to extract the relevant delays from a time-varying process, i.e. the delays that lead to the best prediction performance. We design a generalisation-based algorithm that takes its inspiration from traditional variable selection, and more precisely stepwise forward selection. The method is compared to other forward selection schemes, as well as to a nonparametric tests aimed at estimating the embedding dimension of time series. The final application extends these results to the efficient estimation of FIR filters on some real data
Original language | English |
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Title of host publication | Neural Networks for Signal Processing VII - Proceedings of the 1997 IEEE workshop |
Place of Publication | Piscataway |
Publisher | IEEE |
Publication date | 1997 |
Pages | 92-101 |
ISBN (Print) | 0-7803-4256-9 |
DOIs | |
Publication status | Published - 1997 |
Event | Neural Networks for Signal Processing VII - Amelia Island, FL, USA Duration: 1 Jan 1997 → … |
Conference
Conference | Neural Networks for Signal Processing VII |
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City | Amelia Island, FL, USA |
Period | 01/01/1997 → … |