Just-in-Time Models for Dynamical Systems
1996 (English)Report (Other academic)
The concept of just in time models is introduced for models that are not estimated until they are really needed. The idea is to store all observations of the process in a database, and then estimate a local model at the current working point. The variance/bias tradeoff is optimized locally by adapting the number of data and their relative weighting. This is in contrast to general nonlinear black-box models, like neural networks, where the performance is optimized globally.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1996. , 6 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1882
Regression problem, Estimation, Estimators
IdentifiersURN: urn:nbn:se:liu:diva-55314ISRN: LiTH-ISY-R-1882OAI: oai:DiVA.org:liu-55314DiVA: diva2:316070