Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

Table 1

Time window of 1 day (stock-Reliance).

Day	Actual price	Change in price
1 day	1987.5	0.1685
2 day	1990.85	−1.2431
3 day	1966.1	−2.6372
4 day	1914.25	−0.16194
5 day	1911.15	1.17991
6 day	1933.7	−1.8849
7 day	1897.25	3.1519
8 day	1957.05	−0.9325
9 day	1938.8	1.1244
10 day	1960.6	—

If we choose M = 3, then Input = [{0.1685,-1.2431,-2.6372}] and Output = [{−0.16194}].