Abstract. In this paper, we investigate the application of adaptive ensemble models of Extreme Learning Machines (ELMs) to the problem of one-step ahead prediction in (non)stationa...
Mark van Heeswijk, Yoan Miche, Tiina Lindh-Knuutil...
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
Abstract— This paper proposes a combination of methodologies based on a recent development –called Extreme Learning Machine (ELM)– decreasing drastically the training time of...
Antti Sorjamaa, Yoan Miche, Robert Weiss, Amaury L...
The knowledge discovery process encounters the difficulties to analyze large amount of data. Indeed, some theoretical problems related to high dimensional spaces then appear and de...