This study shows that a mixture of RNN experts model can acquire the ability to generate sequences that are combination of multiple primitive patterns by means of self-organizing ...
A hybrid learning neuro-fuzzy system with asymmetric fuzzy sets (HLNFS-A) is proposed in this paper. The learning methods of random optimization (RO) and least square estimation (...
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...
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...
Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...