32 search results - page 1 / 7 » NAR time-series prediction: a Bayesian framework and an expe... |
ESANN
1998
13 years 6 months ago
1998
: We extend the Bayesian framework to Multi-Layer Perceptron models of Non-linear Auto-Regressive time-series. The approach is evaluated on an artificial time-series and some commo...
CSDA
2004
13 years 4 months ago
2004
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
ICANN
2005
Springer
13 years 10 months ago
2005
Springer
Abstract. Some issues about the generalization of ANN training are investigated through experiments with several synthetic time series and real world time series. One commonly acce...
CVPR
1999
IEEE
14 years 6 months ago
1999
IEEE
We present a novel mixed-state dynamic Bayesian network (DBN) framework for modeling and classifying timeseries data such as object trajectories. A hidden Markov model (HMM) of di...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
Most financial time series processes are nonstationary and their frequency characteristics are time-dependant. In this paper we present a time series summarization and prediction ...