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Asymptotic Properties of Just-in-Time Models
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Institute of Control Sciences, Russia.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1997 (English)Report (Other academic)
Abstract [en]

The concept of Just-in-Time models has been introduced for models that are not estimated until they are really needed. The prediction is taken as a weighted average of neighboring points in the regressor space, such that an optimal bias/variance trade-off is achieved. The asymptotic properties of the method are investigated, and are compared to the corresponding properties of related statistical non-parametric kernel methods. It is shown that the rate of convergence for Just-in-Time models at least is in the same order as traditional kernel estimators, and that better rates probably can be achieved. 

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1997. , 7 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1949
Keyword [en]
Non-parametric identification, Nonlinear systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55389ISRN: LiTH-ISY-R-1949OAI: oai:DiVA.org:liu-55389DiVA: diva2:315993
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-18Bibliographically approved

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Gustafsson, Fredrik

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
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Language
  • de-DE
  • en-GB
  • en-US
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  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
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