38 citations · 107 across the 20 of their papers we have counts for
5 papers · 1 filter
Detecting Suspicious Events in Fast Information Flows
Kristiaan Pelckmans, Moustafa Aboushady, Andreas Brosemyr
We describe a computational feather-light and intuitive, yet provably efficient algorithm, named HALFADO. HALFADO is designed for detecting suspicious events in a high-frequency st…
Longitudinal Support Vector Machines for High Dimensional Time Series
Kristiaan Pelckmans, Hong-Li Zeng
We consider the problem of learning a classifier from observed functional data. Here, each data-point takes the form of a single time-series and contains numerous features. Assumin…
FADO: A Deterministic Detection/Learning Algorithm
Kristiaan Pelckmans
This paper proposes and studies a detection technique for adversarial scenarios (dubbed deterministic detection). This technique provides an alternative detection methodology in ca…
MINLIP for the Identification of Monotone Wiener Systems
Kristiaan Pelckmans
This paper studies the MINLIP estimator for the identification of Wiener systems consisting of a sequence of a linear FIR dynamical model, and a monotonically increasing (or decrea…
Componentwise Least Squares Support Vector Machines
Kristiaan Pelckmans, Ivan Goethals, Jos De Brabanter +2
This chapter describes componentwise Least Squares Support Vector Machines (LS-SVMs) for the estimation of additive models consisting of a sum of nonlinear components. The primal-d…