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» Nonlinear prediction of spatio-temporal time series
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ESANN
2006
13 years 7 months ago
EM-algorithm for training of state-space models with application to time series prediction
In this paper, an improvement to the E step of the EM algorithm for nonlinear state-space models is presented. We also propose strategies for model structure selection when the EM-...
Elia Liitiäinen, Nima Reyhani, Amaury Lendass...
EUSFLAT
2007
227views Fuzzy Logic» more  EUSFLAT 2007»
13 years 7 months ago
Time Series Prediction by Perturbed Fuzzy Model
This paper presents a fuzzy system approach to the prediction of nonlinear time series and dynamical systems based on a fuzzy model that includes its derivative information. The u...
Paulo Salgado, Getúlio Igrejas, Fernando Go...
ESANN
2001
13 years 7 months ago
Input data reduction for the prediction of financial time series
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 ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...
IWANN
2005
Springer
13 years 11 months ago
Direct and Recursive Prediction of Time Series Using Mutual Information Selection
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
Yongnan Ji, Jin Hao, Nima Reyhani, Amaury Lendasse
AUSAI
2006
Springer
13 years 9 months ago
Polynomial Pipelined Neural Network and Its Application to Financial Time Series Prediction
A novel type of higher order pipelined neural network, the polynomial pipelined neural network, is presented. The network is constructed from a number of higher order neural networ...
Abir Jaafar Hussain, Adam Knowles, Paulo J. G. Lis...