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ESANN
2008
13 years 6 months ago
A Method for Time Series Prediction using a Combination of Linear Models
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
David Martínez-Rego, Oscar Fontenla-Romero,...
MLDM
2009
Springer
13 years 11 months ago
Memory-Based Modeling of Seasonality for Prediction of Climatic Time Series
The paper describes a method for predicting climate time series that consist of significant annual and diurnal seasonal components and a short-term stockastic component. A memory...
Daniel Nikovski, Ganesan Ramachandran
IDEAL
2004
Springer
13 years 10 months ago
Combining Local and Global Models to Capture Fast and Slow Dynamics in Time Series Data
Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...
Michael Small
NIPS
2003
13 years 6 months ago
Dynamical Modeling with Kernels for Nonlinear Time Series Prediction
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
Liva Ralaivola, Florence d'Alché-Buc
ICANN
2005
Springer
13 years 10 months ago
Mutual Information and k-Nearest Neighbors Approximator for Time Series Prediction
This paper presents a method that combines Mutual Information and k-Nearest Neighbors approximator for time series prediction. Mutual Information is used for input selection. K-Nea...
Antti Sorjamaa, Jin Hao, Amaury Lendasse