Title
Non-linear Least Mean Squares Prediction Based on Non-Gaussian Mixtures.
Abstract
Independent Component Analyzers Mixture Models (ICAMM) are versatile and general models for a large variety of probability density functions. In this paper, we assume ICAMM to derive a closed-form solution to the optimal Least Mean Squared Error predictor, which we have named E-ICAMM. The new predictor is compared with four classical alternatives (Kriging, Wiener, Matrix Completion, and Splines) which are representative of the large amount of existing approaches. The prediction performance of the considered methods was estimated using four performance indicators on simulated and real data. The experiment on real data consisted in the recovering of missing seismic traces in a real seismology survey. E-ICAMM outperformed the other methods in all cases, displaying the potential of the derived predictor.
Year
DOI
Venue
2017
10.1007/978-3-319-59153-7_16
ADVANCES IN COMPUTATIONAL INTELLIGENCE, IWANN 2017, PT I
Keywords
Field
DocType
Prediction,ICA,Non-linear,Non-Gaussian,Interpolation
Kriging,Least trimmed squares,Pattern recognition,Computer science,Algorithm,Mean squared error,Generalized least squares,Artificial intelligence,Non-linear least squares,Residual sum of squares,Explained sum of squares,Total least squares
Conference
Volume
ISSN
Citations 
10305
0302-9743
0
PageRank 
References 
Authors
0.34
5
4
Name
Order
Citations
PageRank
Gonzalo Safont15412.55
Addisson Salazar212123.46
Alberto Rodriguez351.82
L. Vergara46818.45