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.
CITATION STYLE
Duda, P., Pietruczuk, L., Jaworski, M., & Krzyzak, A. (2016). On the Cesàro-means-based orthogonal series approach to learning time-varying regression functions. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 9693, pp. 37–48). Springer Verlag. https://doi.org/10.1007/978-3-319-39384-1_4
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