237 search results - page 4 / 48 » Cost-Sensitive Analysis in Multiple Time Series Prediction |
TIT
2011
13 years 7 days ago
2011
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
IWANN
1999
Springer
13 years 9 months ago
1999
Springer
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...
CORR
2010
Springer
13 years 3 months ago
2010
Springer
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
ICNC
2005
Springer
13 years 10 months ago
2005
Springer
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
ESANN
2001
13 years 6 months ago
2001
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...