Sciweavers

367 search results - page 1 / 74
» Robust Induction of Process Models from Time-Series Data
Sort
View
ICML
2003
IEEE
14 years 5 months ago
Robust Induction of Process Models from Time-Series Data
Pat Langley, Dileep George, Stephen D. Bay, Kazumi...
NIPS
2000
13 years 6 months ago
Processing of Time Series by Neural Circuits with Biologically Realistic Synaptic Dynamics
Experimental data show that biological synapses behave quite differently from the symbolic synapses in common artificial neural network models. Biological synapses are dynamic, i....
Thomas Natschläger, Wolfgang Maass, Eduardo D...
APIN
2008
305views more  APIN 2008»
13 years 5 months ago
A generalized model for financial time series representation and prediction
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Depei Bao
KDD
2004
ACM
147views Data Mining» more  KDD 2004»
13 years 10 months ago
Clustering time series from ARMA models with clipped data
Clustering time series is a problem that has applications in a wide variety of fields, and has recently attracted a large amount of research. In this paper we focus on clustering...
Anthony J. Bagnall, Gareth J. Janacek
KDD
1998
ACM
190views Data Mining» more  KDD 1998»
13 years 9 months ago
Time Series Forecasting from High-Dimensional Data with Multiple Adaptive Layers
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...
R. Bharat Rao, Scott Rickard, Frans Coetzee