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    ARTICLE

    Prediction of Time Series Empowered with a Novel SREKRLS Algorithm

    Bilal Shoaib1, Yasir Javed2, Muhammad Adnan Khan3,*, Fahad Ahmad4, Rizwan Majeed5, Muhammad Saqib Nawaz1, Muhammad Adeel Ashraf6, Abid Iqbal2, Muhammad Idrees7

    CMC-Computers, Materials & Continua, Vol.67, No.2, pp. 1413-1427, 2021, DOI:10.32604/cmc.2021.015099 - 05 February 2021

    Abstract For the unforced dynamical non-linear statespace model, a new Q1 and efficient square root extended kernel recursive least square estimation algorithm is developed in this article. The proposed algorithm lends itself towards the parallel implementation as in the FPGA systems. With the help of an ortho-normal triangularization method, which relies on numerically stable givens rotation, matrix inversion causes a computational burden, is reduced. Matrix computation possesses many excellent numerical properties such as singularity, symmetry, skew symmetry, and triangularity is achieved by using this algorithm. The proposed method is validated for the prediction of stationary and… More >

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