25 search results - page 1 / 5 » Building Time Series Forecasting Model By Independent Compon... |
WCE
2007
13 years 6 months ago
2007
—Building a time series forecasting model by independent component analysis mechanism presents in the paper. Different from using the time series directly with the traditional A...
CSDA
2006
13 years 5 months ago
2006
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
ESWA
2010
13 years 3 months ago
2010
The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
CSDA
2008
13 years 5 months ago
2008
The purpose of this paper is to forecast the time evolution of a binary response variable from an associated continuous time series observed only at discrete time points that usual...
DMIN
2006
13 years 6 months ago
2006
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...