Line Plot from Scientific Research

Prediction of nonstationary dynamical system. The colored curves (blue: EKF, red: SVMC) are the RMSEs (solid line: mean, shade: stderr) of one-step-ahead prediction of nonstationary system during online learning (50 trials each run, 10 runs). The linear system was changed and the state was perturbed at the 2000th step (center). Both online algorithms quickly learned the change after a few steps.

DOI