Prediction of Time Series Empowered with a Novel SREKRLS Algorithm

• Published in: Computers, materials & continua Vol. 67; no. 2; pp. 1413 - 1427
• Main Authors: Shoaib, Bilal, Javed, Yasir, Adnan Khan, Muhammad, Ahmad, Fahad, Majeed, Rizwan, Saqib Nawaz, Muhammad, Adeel Ashraf, Muhammad, Iqbal, Abid, Idrees, Muhammad
• Format: Journal Article
• Language: English
• Published: Henderson Tech Science Press 2021
• Subjects: Algorithms; Integrated circuits; Kernels; Learning curves; Least squares; Mathematical analysis; Matrices (mathematics); Noise levels; Symmetry; Systolic arrays; Time series; Very large scale integration

For the unforced dynamical non-linear statespace model, a new Q1 and efficient square root extended kernel recursive least square estimation algorithm is developed in this article. The proposed algorithm lends itself towards the parallel implementation as in the FPGA systems. With the help of an ort...