Abstract
In this paper an incremental procedure for nonparametric learning of time-varying regression function is presented. The procedure is based on the Cesàro-means of orthogonal series. Its tracking properties are investigated and convergence in probability is shown. Numerical simulations are performed using the Fejer’s kernels of the Fourier orthogonal series.
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Acknowledgement
This work was supported by the Polish National Science Center under Grant No. 2014/15/B/ST7/05264.
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Duda, P., Pietruczuk, L., Jaworski, M., Krzyzak, A. (2016). On the Cesàro-Means-Based Orthogonal Series Approach to Learning Time-Varying Regression Functions. In: Rutkowski, L., Korytkowski, M., Scherer, R., Tadeusiewicz, R., Zadeh, L., Zurada, J. (eds) Artificial Intelligence and Soft Computing. ICAISC 2016. Lecture Notes in Computer Science(), vol 9693. Springer, Cham. https://doi.org/10.1007/978-3-319-39384-1_4
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