Online Sequential Model for Multivariate Time Series Prediction With Adaptive Forgetting Factor

In the process of online prediction of multivariable non-stationary time series by kernel extreme learning machine (KELM), the dynamic characteristics of the system which are difficult to determine have always posed a big problem. We propose an online sequential prediction model with an adaptive for...

Full description

Bibliographic Details
Main Authors: Jinling Dai, Aiqiang Xu, Xing Liu, Chao Yu, Yangyong Wu
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/9204612/