135 search results - page 3 / 27 » Improving Multi-Step Prediction of Learned Time Series Model... |
IDA
2009
Springer
13 years 12 months ago
2009
Springer
Abstract. This work aims to improve an existing time series forecasting algorithm –LBF– by the application of frequent episodes techniques as a complementary step to the model....
IJCNN
2007
IEEE
13 years 11 months ago
2007
IEEE
— 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...
CEC
2009
IEEE
14 years 2 days ago
2009
IEEE
— 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...
TFS
2008
13 years 5 months ago
2008
Abstract--In this paper, we introduce a novel approach to timeseries prediction realized both at the linguistic and numerical level. It exploits fuzzy cognitive maps (FCMs) along w...
ICML
2010
IEEE
13 years 6 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...