— 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...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
Accurate time series forecasting are important for several business, research, and application of engineering systems. Evolutionary Neural Networks are particularly appealing becau...
This article proposes knowledge-based short-time prediction methods for multivariate streaming time series, relying on the early recognition of local patterns. A parametric, well-i...
In this paper, we introduce SPIRIT (Streaming Pattern dIscoveRy in multIple Timeseries). Given n numerical data streams, all of whose values we observe at each time tick t, SPIRIT...