In this study, a hybrid intelligent data mining methodology, genetic algorithm based support vector machine (GASVM) model, is proposed to explore stock market tendency. In this hyb...
Novelty detection in time series is an important problem with application in different domains such as machine failure detection, fraud detection and auditing. An approach to this...
Adriano L. I. Oliveira, Fernando Buarque de Lima N...
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Aaron Cl...
Time series data is common in many settings including scientific and financial applications. In these applications, the amount of data is often very large. We seek to support pred...
ARIMA is a popular method to analyze stationary univariate time series data. There are usually three main stages to build an ARIMA model, including model identification, model est...