Prediction of multivariate probabilistic systems based on predictive state representation
Qing-miao WANG, Shiguang Ju · Journal of Computer Applications · 2013
In this paper,a new method based on Predictive State Representation(PSR) was proposed to solve high complexity of multivariate probability system.The paper introduced a new concept about general multivariate process in the first,and then described the multivariate system with the concept.Furthermore,the authors imported MultiVariate(MV)-PSR as prediction model for multivariate system.The model was based on observable information and could realize the multivariate prediction in the finite dimensions.The experimental result shows that the approximate model effectively reduces the complexity of the system prediction.