The adaptive normalized sparse quantized kernel recursive least squares (ANS-QKRLS) is a model proposed by Han et al. [1].
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ANS-QKRLS is the ANS-QKRLS model.
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GridSearch_AllDatasets is the file to perform a grid search for all datasets and store the best hyper-parameters.
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Runtime_AllDatasets perform 30 simulations for each dataset and compute the mean runtime and the standard deviation.
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MackeyGlass is the script to prepare the Mackey-Glass time series, perform simulations, compute the results and plot the graphics.
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Nonlinear is the script to prepare the nonlinear dynamic system identification time series, perform simulations, compute the results and plot the graphics.
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LorenzAttractor is the script to prepare the Lorenz Attractor time series, perform simulations, compute the results and plot the graphics.
[1] M. Han, S. Zhang, M. Xu, T. Qiu, N. Wang, Multivariate chaotic time series online prediction based on improved kernel recursive least squares algorithm, IEEE Transactions on Cybernetics 49 (4) (2018) 1160–1172. doi:https://doi.org/10.1109/TCYB.2018.2789686.