Time Series Prediction with Variational Bayesian Nonlinear State-Space Models

Reference:

Matti Tornio, Antti Honkela, and Juha Karhunen. Time series prediction with variational Bayesian nonlinear state-space models. In Proceedings of the European Symposium on Time Series Prediction (ESTSP 2007), pages 11–19, Espoo, Finland, 2007.

Suggested BibTeX entry:

@inproceedings{Tornio07ESTSP,
    address = {Espoo, Finland},
    author = {Matti Tornio and Antti Honkela and Juha Karhunen},
    booktitle = {Proceedings of the European Symposium on Time Series Prediction (ESTSP 2007)},
    pages = {11-19},
    title = {Time Series Prediction with Variational {B}ayesian Nonlinear State-Space Models},
    year = {2007},
}