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ESANN
2008
13 years 6 months ago
A Method for Time Series Prediction using a Combination of Linear Models
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...
David Martínez-Rego, Oscar Fontenla-Romero,...
CONIELECOMP
2006
IEEE
13 years 11 months ago
Chaotic Time Series Approximation Using Iterative Wavelet-Networks
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...
E. S. Garcia-Trevino, Vicente Alarcón Aquin...
IJON
2006
138views more  IJON 2006»
13 years 4 months ago
Time-series prediction using a local linear wavelet neural network
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...
Yuehui Chen, Bo Yang, Jiwen Dong
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
ESANN
2001
13 years 6 months ago
Input data reduction for the prediction of financial time series
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...