{"id":"https://openalex.org/W2149669704","doi":"https://doi.org/10.1109/ijcnn.2004.1380200","title":"Time series prediction by Kalman smoother with cross-validated noise density","display_name":"Time series prediction by Kalman smoother with cross-validated noise density","publication_year":2005,"publication_date":"2005-04-05","ids":{"openalex":"https://openalex.org/W2149669704","doi":"https://doi.org/10.1109/ijcnn.2004.1380200","mag":"2149669704"},"language":"en","primary_location":{"id":"doi:10.1109/ijcnn.2004.1380200","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2004.1380200","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No.04CH37541)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075994876","display_name":"Simo S\u00e4rkk\u00e4","orcid":"https://orcid.org/0000-0002-7031-9354"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"S. Sarkka","raw_affiliation_strings":["Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland"],"affiliations":[{"raw_affiliation_string":"Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5047269552","display_name":"Aki Vehtari","orcid":"https://orcid.org/0000-0003-2164-9469"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"A. Vehtari","raw_affiliation_strings":["Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland"],"affiliations":[{"raw_affiliation_string":"Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113661503","display_name":"Jouni Lampinen","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"J. Lampinen","raw_affiliation_strings":["Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland"],"affiliations":[{"raw_affiliation_string":"Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5075994876"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":6.3937,"has_fulltext":false,"cited_by_count":41,"citation_normalized_percentile":{"value":0.96460608,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"2","issue":null,"first_page":"1615","last_page":"1619"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9192000031471252,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9192000031471252,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9150000214576721,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.8487426042556763},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6815301775932312},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5712810754776001},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5332313179969788},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5192692279815674},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.48335474729537964},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.4389874041080475},{"id":"https://openalex.org/keywords/multivariable-calculus","display_name":"Multivariable calculus","score":0.4161548912525177},{"id":"https://openalex.org/keywords/fast-kalman-filter","display_name":"Fast Kalman filter","score":0.410935640335083},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.38164621591567993},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.36160579323768616},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.32222995162010193},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.21972054243087769},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.14678826928138733},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1031438410282135},{"id":"https://openalex.org/keywords/control-engineering","display_name":"Control engineering","score":0.0803317129611969}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.8487426042556763},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6815301775932312},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5712810754776001},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5332313179969788},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5192692279815674},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.48335474729537964},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.4389874041080475},{"id":"https://openalex.org/C117312493","wikidata":"https://www.wikidata.org/wiki/Q2035437","display_name":"Multivariable calculus","level":2,"score":0.4161548912525177},{"id":"https://openalex.org/C150679823","wikidata":"https://www.wikidata.org/wiki/Q5436946","display_name":"Fast Kalman filter","level":4,"score":0.410935640335083},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.38164621591567993},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.36160579323768616},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.32222995162010193},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.21972054243087769},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.14678826928138733},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1031438410282135},{"id":"https://openalex.org/C133731056","wikidata":"https://www.wikidata.org/wiki/Q4917288","display_name":"Control engineering","level":1,"score":0.0803317129611969},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ijcnn.2004.1380200","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2004.1380200","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2004 IEEE International Joint Conference on Neural Networks (IEEE Cat. No.04CH37541)","raw_type":"proceedings-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.76.9307","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.76.9307","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.lce.hut.fi/~ssarkka/pub/cats-final.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1531532259","https://openalex.org/W2029027380","https://openalex.org/W2033493106","https://openalex.org/W2105934661","https://openalex.org/W2122512809","https://openalex.org/W2151926297","https://openalex.org/W4232632925"],"related_works":["https://openalex.org/W2182059946","https://openalex.org/W1580685205","https://openalex.org/W1488420340","https://openalex.org/W4206770590","https://openalex.org/W2375426323","https://openalex.org/W2164174227","https://openalex.org/W2030134288","https://openalex.org/W2363340733","https://openalex.org/W2146909562","https://openalex.org/W2103062922"],"abstract_inverted_index":{"This":[0],"article":[1],"presents":[2],"a":[3,21,42],"classical":[4,43],"type":[5],"of":[6,24,36,50,60,82,90],"solution":[7,30],"to":[8,57],"the":[9,14,25,37,58,64,71,78,83,88],"time":[10,51,79],"series":[11,80],"prediction":[12,49],"competition,":[13],"CATS":[15],"benchmark,":[16],"which":[17,40],"is":[18,31,41,68],"organized":[19],"as":[20,75],"special":[22],"session":[23],"IJCNN":[26],"2004":[27],"conference.":[28],"The":[29,53],"based":[32],"on":[33],"sequential":[34],"application":[35],"Kalman":[38,54,84],"smoother,":[39],"statistical":[44],"tool":[45],"for":[46],"estimation":[47],"and":[48,70],"series.":[52],"smoother":[55,85],"belongs":[56],"class":[59],"linear":[61,69],"methods,":[62],"because":[63],"underlying":[65],"filtering":[66],"model":[67,81],"distributions":[72],"are":[73,93,96],"assumed":[74],"Gaussian.":[76],"Since":[77],"assumes":[86],"that":[87],"densities":[89],"noise":[91],"terms":[92],"known,":[94],"these":[95],"determined":[97],"by":[98],"cross-validation.":[99]},"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}