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...
This paper presents a wavelet neural-network for learning and approximation of chaotic time series. Wavelet-networks are inspired by both feed-forward neural networks and the theo...
A local linear wavelet neural network (LLWNN) is presented in this paper. The difference of the network with conventional wavelet neural network (WNN) is that the connection weigh...
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...
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
Amaury Lendasse, John Aldo Lee, Eric de Bodt, Vinc...