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CEC
2009
IEEE
14 years 29 days ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
IJON
2007
118views more  IJON 2007»
13 years 6 months ago
CATS benchmark time series prediction by Kalman smoother with cross-validated noise density
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...
Simo Särkkä, Aki Vehtari, Jouko Lampinen
IWANN
1999
Springer
13 years 10 months ago
Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection
A crucial problem in non-linear time series forecasting is to determine its auto-regressive order, in particular when the prediction method is non-linear. We show in this paper tha...
Michel Verleysen, Eric de Bodt, Amaury Lendasse
ESANN
2006
13 years 7 months ago
Time series prediction using DirRec strategy
This paper demonstrates how the selection of Prediction Strategy is important in the Long-Term Prediction of Time Series. Two strategies are already used in the prediction purposes...
Antti Sorjamaa, Amaury Lendasse
AINA
2008
IEEE
14 years 20 days ago
Missing Value Estimation for Time Series Microarray Data Using Linear Dynamical Systems Modeling
The analysis of gene expression time series obtained from microarray experiments can be effectively exploited to understand a wide range of biological phenomena from the homeostat...
Connie Phong, Raul Singh