Tree-structured nonlinear signal modeling and prediction
نویسندگان
چکیده
منابع مشابه
Tree structured non-linear signal modeling and prediction
In this paper we develop a regression tree approach to identi cation and prediction of signals which evolve according to an unknown non-linear state space model. In this approach a tree is recursively constructed which partitions the p-dimensional state space into a collection of piecewise homogeneous regions utilizing a 2-ary splitting rule with an entropy-based node impurity criterion. On thi...
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We develop a non-parametric method of nonlinear prediction based on adaptive partitioning of the phase space associated with the process. The partitioning method is implemented with a recursive tree-structured vector quantization algorithm which successively refines the partition by binary splitting where the splitting threshold is determined by a penalized maximum entropy criterion. A complexi...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 1999
ISSN: 1053-587X
DOI: 10.1109/78.796437