IDENTIFICATION AND PREDICTION OF MULTIPLE SHORT RECORDS BY DYNAMIC BAYESIAN MIXTURES

Pavel Ettler; Miroslav Kárný

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Paper

IDENTIFICATION AND PREDICTION OF MULTIPLE SHORT RECORDS BY DYNAMIC BAYESIAN MIXTURES

Topics: System Identification

In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, 66-70, 2005 , Barcelona, Spain

Authors: Pavel Ettler ¹ and Miroslav Kárný ²

Affiliations: ¹ COMPUREG Plzeň , s.r.o., Czech Republic ; ² Institute of Information Theory and Automation, Czech Republic

Keyword(s): System identification, prediction, probabilistic mixtures, decision support.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; System Identification

Abstract: A short data record is not suitable for proper identification of system model which is necessary for reliable data prediction. The idea consists in utilization of multiple similar short data records for identification of a dynamic Bayesian mixture. The mixture is used for prediction according to one of three methods described. Simulated and real data examples illustrate the methods.

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Paper citation in several formats:

Ettler, P. and Kárný, M. (2005). IDENTIFICATION AND PREDICTION OF MULTIPLE SHORT RECORDS BY DYNAMIC BAYESIAN MIXTURES. In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO; ISBN 972-8865-31-7; ISSN 2184-2809, SciTePress, pages 66-70. DOI: 10.5220/0001175400660070

@conference{icinco05,
author={Pavel Ettler. and Miroslav Kárný.},
title={IDENTIFICATION AND PREDICTION OF MULTIPLE SHORT RECORDS BY DYNAMIC BAYESIAN MIXTURES},
booktitle={Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO},
year={2005},
pages={66-70},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001175400660070},
isbn={972-8865-31-7},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO
TI - IDENTIFICATION AND PREDICTION OF MULTIPLE SHORT RECORDS BY DYNAMIC BAYESIAN MIXTURES
SN - 972-8865-31-7
IS - 2184-2809
AU - Ettler, P.
AU - Kárný, M.
PY - 2005
SP - 66
EP - 70
DO - 10.5220/0001175400660070
PB - SciTePress