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JMLR
2011
187views more  JMLR 2011»
13 years 8 days ago
Robust Statistics for Describing Causality in Multivariate Time Series
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
Florin Popescu
CEC
2009
IEEE
14 years 2 days ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— 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,...
SIGPRO
2011
229views Hardware» more  SIGPRO 2011»
13 years 8 days ago
Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
A fast and exact procedure for the numerical synthesis of stationary multivariate Gaussian time series with a priori prescribed and well controlled autoand cross-covariance functi...
Hannes Helgason, Vladas Pipiras, Patrice Abry
IWANN
1999
Springer
13 years 9 months ago
Forecasting Financial Time Series through Intrinsic Dimension Estimation and Non-Linear Data Projection
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...
Michel Verleysen, Eric de Bodt, Amaury Lendasse
TCSB
2008
13 years 5 months ago
Clustering Time-Series Gene Expression Data with Unequal Time Intervals
Clustering gene expression data given in terms of time-series is a challenging problem that imposes its own particular constraints, namely exchanging two or more time points is not...
Luis Rueda, Ataul Bari, Alioune Ngom