12 search results - page 1 / 3 » Recurrent SOM with local linear models in time series predic... |
ESANN
1998
13 years 6 months ago
1998
Recurrent Self-Organizing Map (RSOM) is studied in three di erent time series prediction cases. RSOM is used to cluster the series into local data sets, for which corresponding lo...
NPL
2011
12 years 7 months ago
2011
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
ESANN
2008
13 years 6 months ago
2008
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
ESANN
2003
13 years 6 months ago
2003
The paper presents a method for times series prediction using a local dynamic modeling based on a three step process. In the first step the input data is embedded in a reconstruct...
SDM
2007
SIAM
13 years 6 months ago
2007
SIAM
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality,...