60 search results - page 1 / 12 » Nonlinear Time-Series Prediction with Missing and Noisy Data |
NECO
1998
13 years 4 months ago
1998
We derive solutions for the problem of missing and noisy data in nonlinear timeseries prediction from a probabilistic point of view. We discuss different approximations to the so...
DATAMINE
2006
13 years 4 months ago
2006
With the growing importance of time series clustering research, particularly for similarity searches amongst long time series such as those arising in medicine or finance, it is cr...
KDD
1998
ACM
13 years 8 months ago
1998
ACM
This paper describes our work in learning online models that forecast real-valued variables in a high-dimensional space. A 3GB database was collected by sampling 421 real-valued s...
IWANN
1999
Springer
13 years 8 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...
DEXA
2009
Springer
13 years 11 months ago
2009
Springer
The alignment of noisy and uniformly scaled time series is an important but difficult task. Given two time series, one of which is a uniformly stretched subsequence of the other, w...