TITLE: Extraction of the Relevant Delays for Temporal Modelling
Department of Mathematical Modelling,
Technical University of Denmark, Lyngby, Denmark
When modelling temporal processes just like in pattern recognition,
selecting the optimal number of inputs is a central concern. In this
contribution, we take advantage of specific features of temporal
modelling to propose a novel method for extracting the inputs, that
yield the best predictive performance. The method relies on the use of
generalisation estimators to assess the performance of the model.
This technique is first applied to time series processing, where we
perform a number of experiments on synthetic data as well as a real
life dataset, and compare the results to a benchmark physical
method. Finally, the method is extended to system identification with
a linear FIR filter.
IMM technical report IMM-REP-1998-12
Submitted to IEEE Press for possible publication.